+391.7%
APP vs WM
+77.4%
+314.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.5% | +2.5% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | -23.3% | -2.4% | -20.9% | -23.0% |
| 3M | -42.6% | +0.4% | -43.1% | -43.3% |
| 6M | -33.6% | -9.5% | -24.1% | -31.9% |
| YTD | -52.4% | +0.5% | -52.9% | -53.2% |
| 1Y | -35.9% | -1.1% | -34.8% | -36.5% |
| 3Y | +642.2% | +46.0% | +596.2% | +519.5% |
| 5Y | +311.1% | +51.8% | +259.3% | +230.5% |
| All | +391.7% | +77.4% | +314.3% | +328.0% |
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