+391.7%
APP vs WPM
+301.2%
+90.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.6% |
| 7D | +0.9% | +1.1% | -0.2% | +0.4% |
| 30D | -23.3% | +26.4% | -49.6% | -30.2% |
| 3M | -42.6% | +20.8% | -63.5% | -47.2% |
| 6M | -33.6% | +1.1% | -34.7% | -35.4% |
| YTD | -52.4% | +32.5% | -84.9% | -58.1% |
| 1Y | -35.9% | +51.5% | -87.4% | -46.7% |
| 3Y | +642.2% | +267.0% | +375.2% | +332.1% |
| 5Y | +311.1% | +250.1% | +61.0% | +133.8% |
| All | +391.7% | +301.2% | +90.5% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 all: compounded portfolio wealth divided by compounded WPM 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…
all analysis · Full analysis span regression · 6 months rolling