+192.2%
APLD vs WST
+3.4%
+188.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -4.0% | -10.7% | -13.4% |
| 7D | -27.0% | -5.8% | -21.2% | -25.5% |
| 30D | -44.1% | +5.3% | -49.4% | -44.9% |
| 3M | -52.6% | +11.8% | -64.4% | -54.2% |
| 6M | -64.5% | +26.7% | -91.2% | -67.0% |
| YTD | -42.2% | +43.0% | -85.2% | -48.4% |
| 1Y | -57.2% | +38.9% | -96.0% | -61.5% |
| 3Y | +159.5% | +18.2% | +141.4% | +116.8% |
| All | +192.2% | +3.4% | +188.7% | +153.8% |
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