-46.9%
APLD vs WSM
+34.5%
-81.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -6.3% | +3.1% | -9.4% | -8.3% |
| 30D | -29.6% | +8.5% | -38.1% | -34.5% |
| 3M | -42.6% | +4.6% | -47.2% | -45.1% |
| 6M | -59.6% | +44.5% | -104.1% | -72.7% |
| YTD | -32.0% | +48.4% | -80.4% | -57.2% |
| 1Y | -46.9% | +36.2% | -83.1% | -64.6% |
| All | -46.9% | +34.5% | -81.4% | -64.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling