-25.5%
APP vs W
+72.4%
-98.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -8.2% | +39.3% | +32.5% |
| 7D | +39.7% | -5.6% | +45.3% | +40.0% |
| 30D | +27.7% | +7.5% | +20.2% | +24.0% |
| 3M | -14.8% | +5.4% | -20.2% | -16.9% |
| 6M | -25.5% | +79.4% | -104.9% | -32.1% |
| All | -25.5% | +72.4% | -98.0% | -32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling