-46.5%
APLD vs WST
+47.3%
-93.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.2% | -7.0% |
| 7D | -18.5% | +1.3% | -19.8% | -19.2% |
| 30D | -32.8% | +8.5% | -41.3% | -36.2% |
| 3M | -46.9% | +17.2% | -64.1% | -52.5% |
| 6M | -53.4% | +36.3% | -89.6% | -63.1% |
| YTD | -32.3% | +48.9% | -81.2% | -54.0% |
| 1Y | -46.5% | +42.9% | -89.4% | -62.6% |
| All | -46.5% | +47.3% | -93.8% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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