+446.2%
APP vs WAB
+256.1%
+190.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -5.6% | +36.6% | +34.8% |
| 7D | +39.7% | -2.5% | +42.2% | +40.7% |
| 30D | +27.7% | -4.4% | +32.1% | +30.1% |
| 3M | -14.8% | -5.9% | -8.8% | -12.3% |
| 6M | -25.5% | +5.9% | -31.5% | -31.4% |
| YTD | -47.2% | +30.9% | -78.1% | -60.3% |
| 1Y | -42.3% | +35.8% | -78.1% | -58.0% |
| 3Y | +806.8% | +154.0% | +652.8% | +300.1% |
| 5Y | +261.6% | +203.9% | +57.8% | +36.7% |
| All | +446.2% | +256.1% | +190.1% | +101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling