+252.4%
APP vs W
-52.8%
+305.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.7% |
| 7D | +48.9% | -7.4% | +56.3% | +52.0% |
| 30D | +49.4% | +7.8% | +41.6% | +43.9% |
| 3M | +27.0% | +10.9% | +16.1% | +20.5% |
| 6M | -15.4% | +86.4% | -101.8% | -37.0% |
| YTD | -39.9% | +14.0% | -53.9% | -45.9% |
| 1Y | -32.0% | +3.5% | -35.5% | -36.9% |
| 3Y | +824.3% | +164.8% | +659.6% | +390.8% |
| 5Y | +252.4% | -53.1% | +305.5% | +226.0% |
| All | +252.4% | -52.8% | +305.3% | +226.0% |
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 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