+443.7%
APLD vs WMB
+154.2%
+289.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.6% |
| 7D | +4.1% | +0.6% | +3.5% | +3.3% |
| 30D | -11.7% | +3.3% | -15.0% | -15.9% |
| 3M | -40.3% | +3.1% | -43.4% | -43.7% |
| 6M | -8.0% | -0.7% | -7.3% | -10.7% |
| YTD | +7.5% | +25.2% | -17.6% | -22.8% |
| 1Y | +84.0% | +32.9% | +51.2% | +19.8% |
| 3Y | +356.2% | +140.6% | +215.7% | +41.4% |
| All | +443.7% | +154.2% | +289.5% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling