+316.8%
APP vs WM
+94.0%
+222.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.6% | +9.1% | +10.3% |
| 7D | +4.5% | +5.9% | -1.4% | +3.0% |
| 30D | -3.6% | +15.4% | -19.0% | -7.1% |
| 3M | -35.3% | +6.3% | -41.6% | -36.4% |
| 6M | -42.8% | +5.6% | -48.4% | -44.0% |
| YTD | -59.7% | +9.9% | -69.6% | -61.2% |
| 1Y | -55.4% | +20.8% | -76.2% | -58.9% |
| 3Y | +592.0% | +48.5% | +543.5% | +484.5% |
| 5Y | +175.7% | +60.6% | +115.2% | +121.8% |
| All | +316.8% | +94.0% | +222.8% | +254.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling