+333.0%
APP vs W
-63.2%
+396.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.2% |
| 7D | +0.9% | -4.2% | +5.1% | +2.4% |
| 30D | -23.3% | -7.6% | -15.7% | -20.9% |
| 3M | -42.6% | +37.2% | -79.8% | -51.1% |
| 6M | -33.6% | +26.3% | -59.9% | -42.4% |
| YTD | -52.4% | -1.0% | -51.5% | -54.3% |
| 1Y | -35.9% | +20.1% | -56.0% | -44.6% |
| 3Y | +642.2% | +37.8% | +604.4% | +417.9% |
| All | +333.0% | -63.2% | +396.1% | +339.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling