+500.0%
APP vs WAB
+262.6%
+237.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.8% | +8.0% | +8.6% |
| 7D | +71.2% | +1.4% | +69.8% | +67.7% |
| 30D | +39.1% | +0.4% | +38.7% | +37.2% |
| 3M | +16.5% | -3.8% | +20.4% | +18.2% |
| 6M | -16.6% | +5.1% | -21.6% | -22.3% |
| YTD | -41.9% | +33.3% | -75.3% | -56.8% |
| 1Y | -37.0% | +39.8% | -76.9% | -55.1% |
| 3Y | +892.4% | +161.1% | +731.4% | +329.9% |
| 5Y | +297.3% | +209.5% | +87.8% | +48.6% |
| All | +500.0% | +262.6% | +237.4% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling