+892.4%
APP vs WMB
+97.7%
+794.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.3% | +10.1% | +10.0% |
| 7D | +71.2% | -13.8% | +85.0% | +81.3% |
| 30D | +39.1% | -10.3% | +49.4% | +43.4% |
| 3M | +16.5% | -10.1% | +26.6% | +18.7% |
| 6M | -16.6% | -11.8% | -4.7% | -16.0% |
| YTD | -41.9% | +8.9% | -50.9% | -52.5% |
| 1Y | -37.0% | +14.0% | -51.0% | -50.9% |
| 3Y | +892.4% | +100.5% | +791.9% | +358.4% |
| All | +892.4% | +97.7% | +794.7% | +358.4% |
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