+528.8%
APP vs WCN
+73.2%
+455.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.6% |
| 7D | +79.2% | +1.2% | +78.0% | +78.2% |
| 30D | +48.0% | +24.6% | +23.4% | +32.1% |
| 3M | +18.2% | +14.2% | +4.0% | +10.2% |
| 6M | -12.5% | +25.7% | -38.2% | -24.1% |
| YTD | -39.2% | +9.3% | -48.4% | -42.2% |
| 1Y | -33.9% | +15.3% | -49.2% | -39.7% |
| 3Y | +933.3% | +48.6% | +884.7% | +682.8% |
| 5Y | +295.9% | +46.9% | +248.9% | +189.6% |
| All | +528.8% | +73.2% | +455.7% | +347.0% |
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