+249.5%
APLD vs WPM
+172.5%
+77.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.8% | -2.6% | -3.4% |
| 7D | +19.6% | -0.5% | +20.1% | +20.2% |
| 30D | -24.5% | -3.1% | -21.4% | -23.4% |
| 3M | -45.6% | -2.2% | -43.4% | -45.4% |
| 6M | -61.4% | -7.4% | -54.0% | -60.0% |
| YTD | -30.9% | +12.6% | -43.5% | -38.2% |
| 1Y | -35.8% | +22.8% | -58.7% | -46.1% |
| 3Y | +261.4% | +213.6% | +47.8% | +50.1% |
| All | +249.5% | +172.5% | +77.0% | +223.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling