+803.3%
APP vs W
+126.8%
+676.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -8.2% | +39.3% | +33.6% |
| 7D | +39.7% | -5.6% | +45.3% | +41.3% |
| 30D | +27.7% | +7.5% | +20.2% | +23.8% |
| 3M | -14.8% | +5.4% | -20.2% | -16.9% |
| 6M | -25.5% | +79.4% | -104.9% | -40.9% |
| YTD | -47.2% | +12.9% | -60.1% | -51.1% |
| 1Y | -42.3% | +12.4% | -54.7% | -46.9% |
| All | +803.3% | +126.8% | +676.6% | +468.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling