+500.0%
APP vs WMB
+248.0%
+252.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.3% | +10.1% | +10.0% |
| 7D | +71.2% | -13.8% | +85.0% | +82.0% |
| 30D | +39.1% | -10.3% | +49.4% | +44.0% |
| 3M | +16.5% | -10.1% | +26.6% | +19.3% |
| 6M | -16.6% | -11.8% | -4.7% | -15.1% |
| YTD | -41.9% | +8.9% | -50.9% | -49.7% |
| 1Y | -37.0% | +14.0% | -51.0% | -47.2% |
| 3Y | +892.4% | +100.5% | +791.9% | +505.6% |
| 5Y | +297.3% | +179.5% | +117.8% | +112.9% |
| All | +500.0% | +248.0% | +252.0% | +176.3% |
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