-37.1%
APP vs WAT
+27.0%
-64.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.2% | +0.6% | +4.2% |
| 7D | +79.2% | +6.0% | +73.1% | +77.2% |
| 30D | +48.0% | +9.9% | +38.1% | +45.9% |
| 3M | +18.2% | +17.2% | +1.1% | +15.7% |
| 6M | -12.5% | +34.2% | -46.7% | -15.6% |
| YTD | -39.2% | +25.5% | -64.7% | -47.6% |
| All | -37.1% | +27.0% | -64.1% | -45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling