+333.0%
APP vs GWW
+224.0%
+108.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.7% |
| 7D | +0.9% | +1.4% | -0.5% | 0.0% |
| 30D | -23.3% | +3.3% | -26.5% | -24.9% |
| 3M | -42.6% | +2.9% | -45.6% | -44.4% |
| 6M | -33.6% | +15.8% | -49.4% | -40.7% |
| YTD | -52.4% | +32.0% | -84.5% | -61.1% |
| 1Y | -35.9% | +29.9% | -65.8% | -47.2% |
| 3Y | +642.2% | +91.1% | +551.1% | +342.7% |
| All | +333.0% | +224.0% | +108.9% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling