+391.7%
APP vs WCN
+50.0%
+341.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.8% |
| 7D | +0.9% | -0.6% | +1.5% | +1.2% |
| 30D | -23.3% | +0.4% | -23.7% | -23.7% |
| 3M | -42.6% | +7.3% | -50.0% | -45.7% |
| 6M | -33.6% | -2.5% | -31.1% | -33.7% |
| YTD | -52.4% | -5.4% | -47.1% | -51.3% |
| 1Y | -35.9% | -8.5% | -27.4% | -33.3% |
| 3Y | +642.2% | +20.8% | +621.4% | +531.5% |
| 5Y | +311.1% | +30.0% | +281.1% | +215.1% |
| All | +391.7% | +50.0% | +341.7% | +276.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling