+528.8%
APP vs WAT
+59.7%
+469.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.2% | +0.6% | +3.4% |
| 7D | +79.2% | +6.0% | +73.1% | +75.3% |
| 30D | +48.0% | +9.9% | +38.1% | +43.1% |
| 3M | +18.2% | +17.2% | +1.1% | +11.8% |
| 6M | -12.5% | +34.2% | -46.7% | -21.3% |
| YTD | -39.2% | +25.5% | -64.7% | -44.8% |
| 1Y | -33.9% | +28.3% | -62.1% | -40.7% |
| 3Y | +933.3% | +88.4% | +844.9% | +560.0% |
| 5Y | +295.9% | +36.1% | +259.7% | +215.0% |
| All | +528.8% | +59.7% | +469.1% | +433.8% |
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