+220.6%
APLD vs WWD
+181.4%
+39.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +3.4% | +6.3% | +6.2% |
| 7D | -12.7% | +4.2% | -16.9% | -15.9% |
| 30D | -34.7% | -2.1% | -32.6% | -32.8% |
| 3M | -46.1% | -13.2% | -32.9% | -37.5% |
| 6M | -64.9% | -16.9% | -48.0% | -57.9% |
| YTD | -36.6% | +5.2% | -41.8% | -40.1% |
| 1Y | -50.0% | +20.6% | -70.6% | -59.6% |
| 3Y | +190.1% | +146.3% | +43.8% | +5.1% |
| All | +220.6% | +181.4% | +39.2% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling