+250.4%
APP vs WFC
+91.5%
+158.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +10.6% | +1.7% | +8.8% | +9.4% |
| 30D | +44.6% | +6.8% | +37.7% | +37.8% |
| 3M | +29.6% | -3.0% | +32.6% | +31.2% |
| 6M | -19.8% | +15.4% | -35.2% | -27.7% |
| YTD | -41.6% | -5.9% | -35.7% | -39.8% |
| 1Y | -32.7% | +1.7% | -34.3% | -34.1% |
| 3Y | +799.0% | +124.9% | +674.1% | +411.6% |
| 5Y | +250.4% | +90.5% | +159.9% | +122.1% |
| All | +250.4% | +91.5% | +158.8% | +122.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling