+391.7%
APP vs WBD
-27.2%
+418.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | +0.9% | -1.8% | +2.7% | +1.6% |
| 30D | -23.3% | +8.8% | -32.1% | -25.9% |
| 3M | -42.6% | +4.6% | -47.3% | -43.9% |
| 6M | -33.6% | +1.1% | -34.7% | -34.2% |
| YTD | -52.4% | -2.0% | -50.4% | -52.4% |
| 1Y | -35.9% | +140.0% | -175.9% | -56.8% |
| 3Y | +642.2% | +144.4% | +497.8% | +357.6% |
| 5Y | +311.1% | -0.2% | +311.3% | +229.1% |
| All | +391.7% | -27.2% | +418.8% | +299.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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