-25.5%
APP vs WM
+7.2%
-32.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +1.2% | +29.9% | +31.4% |
| 7D | +39.7% | +4.5% | +35.2% | +42.3% |
| 30D | +27.7% | +16.1% | +11.7% | +39.1% |
| 3M | -14.8% | +8.0% | -22.8% | -12.2% |
| 6M | -25.5% | +8.4% | -33.9% | -21.6% |
| All | -25.5% | +7.2% | -32.7% | -21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling