+446.2%
APP vs WAT
+51.8%
+394.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.1% | +34.1% | +32.1% |
| 7D | +39.7% | -5.6% | +45.3% | +42.4% |
| 30D | +27.7% | +3.8% | +23.9% | +25.9% |
| 3M | -14.8% | +13.3% | -28.0% | -18.5% |
| 6M | -25.5% | +32.2% | -57.7% | -32.7% |
| YTD | -47.2% | +19.3% | -66.4% | -51.3% |
| 1Y | -42.3% | +21.8% | -64.1% | -47.4% |
| 3Y | +806.8% | +73.9% | +732.9% | +501.2% |
| 5Y | +261.6% | +32.1% | +229.6% | +191.4% |
| All | +446.2% | +51.8% | +394.4% | +371.5% |
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 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