+892.4%
APP vs GWW
+92.7%
+799.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.6% | +10.1% |
| 7D | +71.2% | +6.0% | +65.2% | +66.9% |
| 30D | +39.1% | +14.0% | +25.1% | +31.9% |
| 3M | +16.5% | +12.5% | +4.0% | +10.8% |
| 6M | -16.6% | +23.6% | -40.2% | -25.0% |
| YTD | -41.9% | +43.6% | -85.6% | -51.7% |
| 1Y | -37.0% | +52.5% | -89.5% | -49.4% |
| 3Y | +892.4% | +92.6% | +799.9% | +496.0% |
| All | +892.4% | +92.7% | +799.7% | +496.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling