+269.3%
APLD vs WU
-45.6%
+314.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.0% | +10.4% | +8.2% |
| 7D | +7.8% | +2.1% | +5.7% | +6.6% |
| 30D | -23.0% | +10.1% | -33.1% | -26.0% |
| 3M | -39.7% | -1.1% | -38.5% | -40.1% |
| 6M | -59.8% | -19.8% | -40.0% | -57.6% |
| YTD | -27.0% | -20.8% | -6.2% | -23.5% |
| 1Y | -37.3% | -15.1% | -22.2% | -36.8% |
| 3Y | +281.9% | -23.2% | +305.1% | +272.2% |
| All | +269.3% | -45.6% | +314.9% | +396.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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