+443.7%
APLD vs WSM
+230.3%
+213.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +0.9% |
| 7D | +4.1% | -3.3% | +7.3% | +5.6% |
| 30D | -11.7% | -8.4% | -3.3% | -8.5% |
| 3M | -40.3% | +9.7% | -49.9% | -43.0% |
| 6M | -8.0% | +16.7% | -24.6% | -14.1% |
| YTD | +7.5% | +28.7% | -21.1% | -3.2% |
| 1Y | +84.0% | +13.7% | +70.4% | +72.9% |
| 3Y | +356.2% | +230.1% | +126.1% | +160.2% |
| All | +443.7% | +230.3% | +213.4% | +149.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling