+503.8%
APP vs W
-66.0%
+569.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.2% | -1.8% |
| 7D | +10.6% | -1.7% | +12.2% | +11.3% |
| 30D | +44.6% | +3.2% | +41.4% | +41.6% |
| 3M | +29.6% | +8.3% | +21.3% | +24.2% |
| 6M | -19.8% | +84.3% | -104.1% | -39.6% |
| YTD | -41.6% | +11.0% | -52.6% | -46.7% |
| 1Y | -32.7% | -0.2% | -32.5% | -36.6% |
| 3Y | +799.0% | +157.9% | +641.1% | +392.1% |
| 5Y | +250.4% | -56.8% | +307.2% | +192.7% |
| All | +503.8% | -66.0% | +569.8% | +394.5% |
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