+164.4%
APLD vs WST
+16.9%
+147.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -4.0% | -10.7% | -14.1% |
| 7D | -27.0% | -5.8% | -21.2% | -26.2% |
| 30D | -44.1% | +5.3% | -49.4% | -44.4% |
| 3M | -52.6% | +11.8% | -64.4% | -53.3% |
| 6M | -64.5% | +26.7% | -91.2% | -65.7% |
| YTD | -42.2% | +43.0% | -85.2% | -45.4% |
| 1Y | -57.2% | +38.9% | -96.0% | -59.4% |
| All | +164.4% | +16.9% | +147.5% | +108.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling