+506.6%
APP vs WAB
+288.1%
+218.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.8% | -5.3% | -4.7% |
| 7D | +61.1% | +4.0% | +57.1% | +55.4% |
| 30D | +42.8% | +6.3% | +36.4% | +35.5% |
| 3M | +16.7% | +3.3% | +13.4% | +12.7% |
| 6M | -15.6% | +14.5% | -30.1% | -25.9% |
| YTD | -41.3% | +42.7% | -84.0% | -58.3% |
| 1Y | -39.3% | +45.2% | -84.5% | -57.5% |
| 3Y | +803.2% | +173.8% | +629.4% | +279.6% |
| 5Y | +313.2% | +223.8% | +89.4% | +48.1% |
| All | +506.6% | +288.1% | +218.5% | +111.8% |
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