+243.9%
APLD vs WSM
+281.0%
-37.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -6.3% | +3.1% | -9.4% | -7.6% |
| 30D | -29.6% | +8.5% | -38.1% | -32.3% |
| 3M | -42.6% | +4.6% | -47.2% | -44.1% |
| 6M | -59.6% | +44.5% | -104.1% | -65.8% |
| YTD | -32.0% | +48.4% | -80.4% | -42.7% |
| 1Y | -46.9% | +36.2% | -83.1% | -53.8% |
| 3Y | +255.7% | +268.8% | -13.1% | +93.3% |
| All | +243.9% | +281.0% | -37.1% | +47.6% |
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