+506.6%
APP vs WMB
+266.4%
+240.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.1% | -4.2% |
| 7D | +61.1% | -6.9% | +68.0% | +65.1% |
| 30D | +42.8% | -7.2% | +49.9% | +45.8% |
| 3M | +16.7% | -5.4% | +22.1% | +16.9% |
| 6M | -15.6% | -4.9% | -10.7% | -17.5% |
| YTD | -41.3% | +14.7% | -56.0% | -50.3% |
| 1Y | -39.3% | +14.7% | -54.0% | -48.6% |
| 3Y | +803.2% | +116.4% | +686.8% | +431.8% |
| 5Y | +313.2% | +198.5% | +114.6% | +115.2% |
| All | +506.6% | +266.4% | +240.2% | +172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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