+520.8%
APP vs W
-65.1%
+585.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.7% |
| 7D | +48.9% | -7.4% | +56.3% | +51.9% |
| 30D | +49.4% | +7.8% | +41.6% | +44.0% |
| 3M | +27.0% | +10.9% | +16.1% | +20.6% |
| 6M | -15.4% | +86.4% | -101.8% | -36.6% |
| YTD | -39.9% | +14.0% | -53.9% | -45.8% |
| 1Y | -32.0% | +3.5% | -35.5% | -36.8% |
| 3Y | +824.3% | +164.8% | +659.6% | +401.0% |
| 5Y | +252.4% | -53.1% | +305.5% | +188.9% |
| All | +520.8% | -65.1% | +585.9% | +403.4% |
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