+244.7%
APLD vs WPM
+197.6%
+47.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.6% | +1.9% | +3.6% |
| 7D | +3.1% | +20.8% | -17.7% | -11.1% |
| 30D | -29.4% | +3.8% | -33.2% | -31.7% |
| 3M | -42.8% | +7.4% | -50.2% | -46.2% |
| 6M | -59.5% | +4.0% | -63.4% | -61.2% |
| YTD | -31.8% | +23.0% | -54.8% | -42.7% |
| 1Y | -46.0% | +45.9% | -92.0% | -60.0% |
| 3Y | +252.0% | +242.9% | +9.1% | +37.4% |
| All | +244.7% | +197.6% | +47.1% | +200.0% |
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