+269.3%
APLD vs WST
+8.8%
+260.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.4% |
| 7D | +7.8% | +1.0% | +6.8% | +7.8% |
| 30D | -23.0% | +12.3% | -35.3% | -25.5% |
| 3M | -39.7% | +17.5% | -57.2% | -42.6% |
| 6M | -59.8% | +28.2% | -88.0% | -62.8% |
| YTD | -27.0% | +50.4% | -77.4% | -35.7% |
| 1Y | -37.3% | +49.3% | -86.6% | -44.8% |
| 3Y | +281.9% | +21.8% | +260.1% | +219.6% |
| All | +269.3% | +8.8% | +260.5% | +215.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling