+500.0%
APP vs W
-65.9%
+565.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.4% | +11.3% | +10.4% |
| 7D | +71.2% | -3.6% | +74.8% | +71.9% |
| 30D | +39.1% | +7.0% | +32.1% | +34.3% |
| 3M | +16.5% | +7.4% | +9.2% | +12.0% |
| 6M | -16.6% | +69.3% | -85.9% | -35.2% |
| YTD | -41.9% | +11.3% | -53.2% | -47.1% |
| 1Y | -37.0% | +13.2% | -50.2% | -43.6% |
| 3Y | +892.4% | +142.0% | +750.4% | +457.1% |
| 5Y | +297.3% | -54.6% | +351.9% | +229.1% |
| All | +500.0% | -65.9% | +565.9% | +390.7% |
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