+506.6%
APP vs WAT
+59.3%
+447.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | +61.1% | +3.4% | +57.7% | +59.0% |
| 30D | +42.8% | +9.6% | +33.1% | +38.2% |
| 3M | +16.7% | +15.5% | +1.2% | +10.9% |
| 6M | -15.6% | +33.9% | -49.5% | -24.0% |
| YTD | -41.3% | +25.2% | -66.5% | -46.7% |
| 1Y | -39.3% | +26.3% | -65.6% | -45.2% |
| 3Y | +803.2% | +85.8% | +717.4% | +481.7% |
| 5Y | +313.2% | +35.3% | +277.9% | +229.4% |
| All | +506.6% | +59.3% | +447.3% | +415.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling