+933.3%
APP vs W
+151.3%
+781.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.6% | +0.2% | +3.4% |
| 7D | +79.2% | +3.3% | +75.9% | +75.8% |
| 30D | +48.0% | +10.5% | +37.5% | +42.2% |
| 3M | +18.2% | +9.6% | +8.6% | +13.6% |
| 6M | -12.5% | +76.4% | -88.9% | -30.1% |
| YTD | -39.2% | +16.4% | -55.5% | -44.2% |
| 1Y | -33.9% | +9.3% | -43.2% | -38.5% |
| 3Y | +933.3% | +172.8% | +760.5% | +525.3% |
| All | +933.3% | +151.3% | +781.9% | +525.3% |
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