+520.8%
APP vs WAB
+289.0%
+231.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +48.9% | +3.1% | +45.8% | +44.5% |
| 30D | +49.4% | +6.4% | +43.0% | +41.8% |
| 3M | +27.0% | +2.2% | +24.8% | +23.8% |
| 6M | -15.4% | +13.7% | -29.1% | -25.3% |
| YTD | -39.9% | +43.0% | -82.9% | -57.4% |
| 1Y | -32.0% | +47.0% | -78.9% | -52.9% |
| 3Y | +824.3% | +174.4% | +650.0% | +287.9% |
| 5Y | +252.4% | +222.2% | +30.3% | +26.3% |
| All | +520.8% | +289.0% | +231.8% | +116.4% |
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