+446.2%
APP vs WCC
+245.0%
+201.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -9.6% | +40.6% | +34.5% |
| 7D | +39.7% | -21.9% | +61.6% | +51.4% |
| 30D | +27.7% | -25.4% | +53.2% | +40.4% |
| 3M | -14.8% | -23.1% | +8.3% | -8.2% |
| 6M | -25.5% | -18.1% | -7.5% | -23.1% |
| YTD | -47.2% | +17.7% | -64.8% | -54.4% |
| 1Y | -42.3% | +12.4% | -54.7% | -49.1% |
| 3Y | +806.8% | +105.9% | +700.9% | +454.3% |
| 5Y | +261.6% | +116.8% | +144.8% | +95.7% |
| All | +446.2% | +245.0% | +201.1% | +204.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling