-43.0%
APP vs GWW
+30.8%
-73.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -2.7% |
| 7D | +0.1% | -1.5% | +1.6% | +0.1% |
| 30D | -10.0% | +1.1% | -11.1% | -10.1% |
| 3M | -44.6% | -1.0% | -43.7% | -45.0% |
| 6M | -37.9% | +16.3% | -54.2% | -40.8% |
| YTD | -53.7% | +28.5% | -82.2% | -53.4% |
| 1Y | -43.0% | +30.3% | -73.2% | -42.8% |
| All | -43.0% | +30.8% | -73.8% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling