-55.4%
APP vs WFC
+2.7%
-58.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.2% | +8.5% | +9.3% |
| 7D | +4.5% | +4.5% | 0.0% | +1.8% |
| 30D | -3.6% | +7.4% | -11.0% | -7.9% |
| 3M | -35.3% | -0.5% | -34.7% | -35.0% |
| 6M | -42.8% | +11.7% | -54.5% | -46.8% |
| YTD | -59.7% | -4.6% | -55.0% | -57.7% |
| 1Y | -55.4% | +2.5% | -57.9% | -56.3% |
| All | -55.4% | +2.7% | -58.0% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 1y: compounded portfolio wealth divided by compounded WFC 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…
1y analysis · Full analysis span regression · 6 months rolling