-43.0%
APP vs NWSA
+2.1%
-45.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.0% |
| 7D | +0.1% | -2.6% | +2.7% | +1.0% |
| 30D | -10.0% | +4.6% | -14.6% | -11.5% |
| 3M | -44.6% | +10.2% | -54.8% | -47.6% |
| 6M | -37.9% | +21.6% | -59.5% | -44.5% |
| YTD | -53.7% | +14.6% | -68.3% | -58.7% |
| 1Y | -43.0% | +0.4% | -43.3% | -44.0% |
| All | -43.0% | +2.1% | -45.1% | -44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling