+503.8%
APP vs NWSA
+3.6%
+500.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.7% | -1.1% |
| 7D | +10.6% | -0.8% | +11.3% | +11.3% |
| 30D | +44.6% | -11.3% | +55.9% | +52.9% |
| 3M | +29.6% | -8.1% | +37.7% | +32.1% |
| 6M | -19.8% | -0.7% | -19.1% | -25.8% |
| YTD | -41.6% | +1.3% | -42.9% | -47.2% |
| 1Y | -32.7% | -1.3% | -31.4% | -37.7% |
| 3Y | +799.0% | +28.4% | +770.6% | +555.1% |
| 5Y | +250.4% | +15.3% | +235.1% | +159.1% |
| All | +503.8% | +3.6% | +500.2% | +366.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling