+500.0%
APP vs WM
+92.2%
+407.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.1% | +11.9% | +10.4% |
| 7D | +71.2% | +1.2% | +70.0% | +70.7% |
| 30D | +39.1% | +13.1% | +26.0% | +34.7% |
| 3M | +16.5% | +3.6% | +12.9% | +15.3% |
| 6M | -16.6% | +8.1% | -24.6% | -19.1% |
| YTD | -41.9% | +8.9% | -50.8% | -44.0% |
| 1Y | -37.0% | +20.3% | -57.4% | -42.0% |
| 3Y | +892.4% | +46.2% | +846.3% | +742.7% |
| 5Y | +297.3% | +59.9% | +237.4% | +220.0% |
| All | +500.0% | +92.2% | +407.8% | +411.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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