+443.7%
APLD vs WST
-10.4%
+454.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | +4.1% | +0.7% | +3.3% | +3.8% |
| 30D | -11.7% | -3.1% | -8.6% | -10.8% |
| 3M | -40.3% | +7.2% | -47.5% | -41.5% |
| 6M | -8.0% | +36.8% | -44.8% | -15.8% |
| YTD | +7.5% | +23.8% | -16.3% | +0.5% |
| 1Y | +84.0% | +37.8% | +46.3% | +66.5% |
| 3Y | +356.2% | -15.9% | +372.1% | +358.6% |
| All | +443.7% | -10.4% | +454.1% | +394.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling