+877.5%
APP vs WAB
+174.5%
+703.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +48.9% | +3.1% | +45.8% | +45.2% |
| 30D | +49.4% | +6.4% | +43.0% | +42.9% |
| 3M | +27.0% | +2.2% | +24.8% | +24.4% |
| 6M | -15.4% | +13.7% | -29.1% | -24.1% |
| YTD | -39.9% | +43.0% | -82.9% | -57.5% |
| 1Y | -32.0% | +47.0% | -78.9% | -53.2% |
| All | +877.5% | +174.5% | +703.0% | +299.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling