+244.7%
APLD vs WST
+8.9%
+235.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.3% | +4.2% | +6.5% |
| 7D | +3.1% | +1.3% | +1.8% | +2.9% |
| 30D | -29.4% | +12.9% | -42.3% | -31.8% |
| 3M | -42.8% | +16.7% | -59.4% | -45.4% |
| 6M | -59.5% | +26.8% | -86.3% | -62.4% |
| YTD | -31.8% | +50.5% | -82.3% | -40.0% |
| 1Y | -46.0% | +52.9% | -98.9% | -52.8% |
| 3Y | +252.0% | +23.9% | +228.1% | +191.0% |
| All | +244.7% | +8.9% | +235.9% | +194.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling