+528.8%
APP vs WAB
+281.3%
+247.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.1% | -0.3% | +1.3% |
| 7D | +79.2% | +4.0% | +75.2% | +72.9% |
| 30D | +48.0% | +4.5% | +43.5% | +42.3% |
| 3M | +18.2% | +2.3% | +15.9% | +15.0% |
| 6M | -12.5% | +12.5% | -25.0% | -22.2% |
| YTD | -39.2% | +40.2% | -79.3% | -56.3% |
| 1Y | -33.9% | +45.2% | -79.1% | -53.9% |
| 3Y | +933.3% | +171.8% | +761.5% | +336.4% |
| 5Y | +295.9% | +217.6% | +78.3% | +43.7% |
| All | +528.8% | +281.3% | +247.5% | +122.3% |
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