+446.2%
APP vs W
-65.4%
+511.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -8.2% | +39.3% | +34.1% |
| 7D | +39.7% | -5.6% | +45.3% | +41.7% |
| 30D | +27.7% | +7.5% | +20.2% | +23.2% |
| 3M | -14.8% | +5.4% | -20.2% | -17.2% |
| 6M | -25.5% | +79.4% | -104.9% | -43.5% |
| YTD | -47.2% | +12.9% | -60.1% | -52.1% |
| 1Y | -42.3% | +12.4% | -54.7% | -48.1% |
| 3Y | +806.8% | +128.5% | +678.3% | +421.3% |
| 5Y | +261.6% | -54.0% | +315.6% | +198.1% |
| All | +446.2% | -65.4% | +511.5% | +344.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling