+443.7%
APLD vs WPM
+220.4%
+223.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.8% | +2.5% |
| 7D | +4.1% | +1.1% | +3.0% | +3.3% |
| 30D | -11.7% | +26.4% | -38.1% | -26.2% |
| 3M | -40.3% | +20.8% | -61.1% | -48.5% |
| 6M | -8.0% | +1.1% | -9.1% | -10.1% |
| YTD | +7.5% | +32.5% | -24.9% | -13.9% |
| 1Y | +84.0% | +51.5% | +32.5% | +32.6% |
| 3Y | +356.2% | +267.0% | +89.2% | +69.2% |
| All | +443.7% | +220.4% | +223.3% | +350.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling