+520.8%
APP vs WCC
+294.1%
+226.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.3% | -1.0% | +1.1% |
| 7D | +48.9% | +3.3% | +45.6% | +45.7% |
| 30D | +49.4% | -9.4% | +58.9% | +52.9% |
| 3M | +27.0% | -10.5% | +37.5% | +29.4% |
| 6M | -15.4% | -10.4% | -5.0% | -14.9% |
| YTD | -39.9% | +34.4% | -74.3% | -50.6% |
| 1Y | -32.0% | +27.7% | -59.6% | -42.7% |
| 3Y | +824.3% | +137.9% | +686.4% | +435.0% |
| 5Y | +252.4% | +147.0% | +105.4% | +81.9% |
| All | +520.8% | +294.1% | +226.7% | +229.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling