-41.4%
APP vs WAB
+46.7%
-88.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.2% |
| 7D | +0.9% | -3.2% | +4.1% | +0.8% |
| 30D | -23.3% | -4.4% | -18.8% | -23.3% |
| 3M | -42.6% | +7.9% | -50.5% | -42.6% |
| 6M | -33.6% | +8.7% | -42.3% | -34.9% |
| YTD | -52.4% | +33.0% | -85.4% | -56.2% |
| All | -41.4% | +46.7% | -88.1% | -46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling