-55.4%
APP vs WSM
+44.0%
-99.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.5% | +4.2% | +8.2% |
| 7D | +4.5% | +8.0% | -3.5% | +1.7% |
| 30D | -3.6% | +13.5% | -17.1% | -7.8% |
| 3M | -35.3% | +8.8% | -44.1% | -37.2% |
| 6M | -42.8% | +54.7% | -97.5% | -50.9% |
| YTD | -59.7% | +53.3% | -113.0% | -61.9% |
| 1Y | -55.4% | +41.1% | -96.5% | -57.2% |
| All | -55.4% | +44.0% | -99.3% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling