+333.0%
APP vs WAB
+222.7%
+110.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.7% |
| 7D | +0.9% | -3.2% | +4.1% | +3.4% |
| 30D | -23.3% | -4.4% | -18.8% | -20.7% |
| 3M | -42.6% | +7.9% | -50.5% | -47.3% |
| 6M | -33.6% | +8.7% | -42.3% | -40.5% |
| YTD | -52.4% | +33.0% | -85.4% | -64.9% |
| 1Y | -35.9% | +46.7% | -82.5% | -57.1% |
| 3Y | +642.2% | +153.0% | +489.2% | +207.0% |
| All | +333.0% | +222.7% | +110.2% | +42.2% |
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