-16.6%
APP vs NWSA
+3.0%
-19.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.3% | +10.2% | +9.6% |
| 7D | +71.2% | -9.4% | +80.6% | +58.2% |
| 30D | +39.1% | -7.8% | +46.8% | +28.6% |
| 3M | +16.5% | -10.8% | +27.3% | +7.9% |
| 6M | -16.6% | +1.1% | -17.6% | -25.8% |
| All | -16.6% | +3.0% | -19.6% | -25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling