+528.8%
APP vs W
-64.3%
+593.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.6% | +0.2% | +3.1% |
| 7D | +79.2% | +3.3% | +75.9% | +75.4% |
| 30D | +48.0% | +10.5% | +37.5% | +41.2% |
| 3M | +18.2% | +9.6% | +8.6% | +12.8% |
| 6M | -12.5% | +76.4% | -88.9% | -33.1% |
| YTD | -39.2% | +16.4% | -55.5% | -45.5% |
| 1Y | -33.9% | +9.3% | -43.2% | -39.8% |
| 3Y | +933.3% | +172.8% | +760.5% | +453.6% |
| 5Y | +295.9% | -53.4% | +349.2% | +223.3% |
| All | +528.8% | -64.3% | +593.1% | +405.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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