+391.7%
APP vs WAT
+37.2%
+354.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.6% |
| 7D | +0.9% | -1.3% | +2.2% | +1.3% |
| 30D | -23.3% | +2.3% | -25.6% | -23.9% |
| 3M | -42.6% | +8.7% | -51.4% | -44.4% |
| 6M | -33.6% | +28.3% | -61.9% | -39.6% |
| YTD | -52.4% | +7.8% | -60.2% | -54.5% |
| 1Y | -35.9% | +36.6% | -72.5% | -44.9% |
| 3Y | +642.2% | +45.7% | +596.5% | +437.3% |
| 5Y | +311.1% | -3.3% | +314.4% | +250.8% |
| All | +391.7% | +37.2% | +354.5% | +340.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling