+378.5%
APP vs WSM
+191.4%
+187.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.8% |
| 7D | +0.1% | +2.6% | -2.5% | -1.2% |
| 30D | -10.0% | -9.5% | -0.5% | -5.5% |
| 3M | -44.6% | +12.9% | -57.5% | -48.4% |
| 6M | -37.9% | +23.0% | -60.9% | -44.8% |
| YTD | -53.7% | +28.9% | -82.6% | -60.0% |
| 1Y | -43.0% | +13.7% | -56.6% | -47.9% |
| 3Y | +640.8% | +232.6% | +408.1% | +233.0% |
| 5Y | +358.8% | +185.9% | +173.0% | +113.2% |
| All | +378.5% | +191.4% | +187.2% | +119.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling