+653.5%
APP vs WMB
+140.5%
+513.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | +0.9% | +0.6% | +0.3% | +0.5% |
| 30D | -23.3% | +3.3% | -26.5% | -25.2% |
| 3M | -42.6% | +3.1% | -45.8% | -44.9% |
| 6M | -33.6% | -0.7% | -32.9% | -35.3% |
| YTD | -52.4% | +25.2% | -77.6% | -62.6% |
| 1Y | -35.9% | +32.9% | -68.7% | -53.1% |
| All | +653.5% | +140.5% | +513.1% | +256.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling