+877.5%
APP vs WAT
+86.6%
+790.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.4% |
| 7D | +48.9% | +0.7% | +48.2% | +48.7% |
| 30D | +49.4% | +9.0% | +40.5% | +48.0% |
| 3M | +27.0% | +13.5% | +13.5% | +25.3% |
| 6M | -15.4% | +35.3% | -50.7% | -17.9% |
| YTD | -39.9% | +24.0% | -63.9% | -42.0% |
| 1Y | -32.0% | +22.0% | -53.9% | -34.3% |
| All | +877.5% | +86.6% | +790.9% | +753.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling