-29.2%
APP vs W
+0.3%
-29.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.2% | -2.0% |
| 7D | +10.6% | -1.7% | +12.2% | +11.1% |
| 30D | +44.6% | +3.2% | +41.4% | +41.4% |
| 3M | +29.6% | +8.3% | +21.3% | +24.4% |
| 6M | -19.8% | +84.3% | -104.1% | -38.2% |
| YTD | -41.6% | +11.0% | -52.6% | -41.8% |
| All | -29.2% | +0.3% | -29.5% | -29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling