+520.8%
APP vs WCN
+75.2%
+445.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.8% | +2.1% |
| 7D | +48.9% | +0.4% | +48.5% | +48.6% |
| 30D | +49.4% | +25.3% | +24.1% | +33.0% |
| 3M | +27.0% | +15.4% | +11.6% | +17.8% |
| 6M | -15.4% | +27.8% | -43.2% | -27.2% |
| YTD | -39.9% | +10.6% | -50.5% | -43.3% |
| 1Y | -32.0% | +15.8% | -47.7% | -38.0% |
| 3Y | +824.3% | +50.3% | +774.1% | +596.5% |
| 5Y | +252.4% | +46.9% | +205.5% | +158.1% |
| All | +520.8% | +75.2% | +445.6% | +338.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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