+528.8%
APP vs GWW
+282.7%
+246.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.4% |
| 7D | +79.2% | +5.3% | +73.9% | +73.7% |
| 30D | +48.0% | +12.4% | +35.6% | +38.3% |
| 3M | +18.2% | +13.7% | +4.5% | +9.4% |
| 6M | -12.5% | +18.0% | -30.5% | -21.8% |
| YTD | -39.2% | +44.6% | -83.7% | -52.4% |
| 1Y | -33.9% | +53.1% | -87.0% | -50.3% |
| 3Y | +933.3% | +90.2% | +843.0% | +548.3% |
| 5Y | +295.9% | +215.0% | +80.9% | +71.7% |
| All | +528.8% | +282.7% | +246.1% | +150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling