+653.5%
APP vs W
+39.1%
+614.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.4% |
| 7D | +0.9% | -4.2% | +5.1% | +2.2% |
| 30D | -23.3% | -7.6% | -15.7% | -21.3% |
| 3M | -42.6% | +37.2% | -79.8% | -49.5% |
| 6M | -33.6% | +26.3% | -59.9% | -40.5% |
| YTD | -52.4% | -1.0% | -51.5% | -53.7% |
| 1Y | -35.9% | +20.1% | -56.0% | -42.5% |
| All | +653.5% | +39.1% | +614.5% | +427.5% |
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 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