+527.5%
APP vs W
-65.8%
+593.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.8% |
| 7D | +4.6% | +0.2% | +4.4% | +4.6% |
| 30D | +56.0% | +6.8% | +49.2% | +50.8% |
| 3M | +30.8% | +10.7% | +20.2% | +24.4% |
| 6M | -9.8% | +86.3% | -96.1% | -32.4% |
| YTD | -39.3% | +11.5% | -50.7% | -44.7% |
| 1Y | -26.4% | +5.1% | -31.5% | -32.1% |
| 3Y | +887.9% | +171.0% | +716.9% | +429.4% |
| 5Y | +264.1% | -56.6% | +320.7% | +203.7% |
| All | +527.5% | -65.8% | +593.3% | +413.1% |
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