+1.1%
APP vs WETO
-99.4%
+100.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.4% | +8.4% | +3.0% |
| 7D | +1.1% | -4.3% | +5.4% | +1.0% |
| 30D | +6.6% | -39.9% | +46.6% | +6.9% |
| 3M | -32.3% | -97.9% | +65.6% | -29.5% |
| 6M | -29.8% | -95.0% | +65.2% | -28.2% |
| YTD | -51.9% | -97.2% | +45.2% | -50.5% |
| 1Y | -43.3% | -98.9% | +55.6% | -40.1% |
| All | +1.1% | -99.4% | +100.5% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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