+292.6%
APP vs WAT
+32.4%
+260.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.0% | +8.9% | +9.5% |
| 7D | +71.2% | -1.1% | +72.3% | +71.5% |
| 30D | +39.1% | +5.0% | +34.1% | +36.5% |
| 3M | +16.5% | +14.5% | +2.1% | +10.9% |
| 6M | -16.6% | +30.9% | -47.5% | -24.4% |
| YTD | -41.9% | +20.5% | -62.4% | -46.7% |
| 1Y | -37.0% | +23.3% | -60.3% | -42.9% |
| 3Y | +892.4% | +81.5% | +811.0% | +524.5% |
| All | +292.6% | +32.4% | +260.3% | +230.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling