+503.8%
APP vs WMB
+277.1%
+226.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.1% |
| 7D | +10.6% | +8.1% | +2.5% | +6.7% |
| 30D | +44.6% | -6.9% | +51.5% | +47.9% |
| 3M | +29.6% | -5.1% | +34.7% | +30.3% |
| 6M | -19.8% | -5.7% | -14.1% | -20.6% |
| YTD | -41.6% | +18.1% | -59.6% | -51.1% |
| 1Y | -32.7% | +18.4% | -51.1% | -43.9% |
| 3Y | +799.0% | +122.7% | +676.3% | +422.5% |
| 5Y | +250.4% | +202.0% | +48.3% | +81.4% |
| All | +503.8% | +277.1% | +226.7% | +168.2% |
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