+431.5%
APLD vs WSM
+225.0%
+206.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.7% | -3.3% | -4.3% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | -13.2% | -10.7% | -2.5% | -8.9% |
| 3M | -33.8% | +8.5% | -42.2% | -36.5% |
| 6M | -5.9% | +19.6% | -25.5% | -13.1% |
| YTD | +5.1% | +26.6% | -21.5% | -4.6% |
| 1Y | +51.8% | +12.0% | +39.9% | +43.7% |
| 3Y | +397.7% | +226.6% | +171.0% | +185.5% |
| All | +431.5% | +225.0% | +206.6% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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