+244.7%
APLD vs WWD
+195.2%
+49.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.9% | +2.6% | +2.5% |
| 7D | +3.1% | +4.2% | -1.1% | +0.1% |
| 30D | -29.4% | -0.8% | -28.6% | -28.2% |
| 3M | -42.8% | -8.2% | -34.6% | -37.2% |
| 6M | -59.5% | -9.8% | -49.6% | -55.3% |
| YTD | -31.8% | +10.4% | -42.2% | -38.6% |
| 1Y | -46.0% | +25.5% | -71.5% | -58.0% |
| 3Y | +252.0% | +155.8% | +96.2% | +23.0% |
| All | +244.7% | +195.2% | +49.5% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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