+250.4%
APP vs WAB
+216.9%
+33.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -1.9% |
| 7D | +10.6% | +7.9% | +2.6% | +4.8% |
| 30D | +44.6% | +4.9% | +39.7% | +38.2% |
| 3M | +29.6% | +1.8% | +27.8% | +26.4% |
| 6M | -19.8% | +12.0% | -31.7% | -29.0% |
| YTD | -41.6% | +41.3% | -82.8% | -59.3% |
| 1Y | -32.7% | +43.8% | -76.5% | -53.9% |
| 3Y | +799.0% | +171.1% | +627.9% | +246.5% |
| 5Y | +250.4% | +217.7% | +32.6% | +14.1% |
| All | +250.4% | +216.9% | +33.5% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling