+269.3%
APLD vs WWD
+200.2%
+69.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +6.0% |
| 7D | +7.8% | +3.7% | +4.1% | +4.9% |
| 30D | -23.0% | +1.8% | -24.8% | -23.7% |
| 3M | -39.7% | -5.0% | -34.7% | -36.1% |
| 6M | -59.8% | -8.4% | -51.4% | -56.4% |
| YTD | -27.0% | +12.3% | -39.2% | -35.4% |
| 1Y | -37.3% | +26.2% | -63.6% | -51.5% |
| 3Y | +281.9% | +154.6% | +127.3% | +34.5% |
| All | +269.3% | +200.2% | +69.1% | -10.7% |
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