+333.0%
APP vs SW
-2.3%
+335.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +1.0% | +1.9% |
| 7D | +0.9% | -5.1% | +6.0% | +2.1% |
| 30D | -23.3% | -4.6% | -18.7% | -22.4% |
| 3M | -42.6% | +9.4% | -52.0% | -43.9% |
| 6M | -33.6% | +3.5% | -37.1% | -34.6% |
| YTD | -52.4% | +22.0% | -74.5% | -55.5% |
| 1Y | -35.9% | +2.2% | -38.1% | -37.4% |
| 3Y | +642.2% | +19.6% | +622.6% | +593.2% |
| All | +333.0% | -2.3% | +335.3% | +311.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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