+506.6%
APP vs WSM
+235.5%
+271.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +61.1% | +3.1% | +58.0% | +57.9% |
| 30D | +42.8% | +8.5% | +34.3% | +36.2% |
| 3M | +16.7% | +4.6% | +12.1% | +13.2% |
| 6M | -15.6% | +44.5% | -60.1% | -31.2% |
| YTD | -41.3% | +48.4% | -89.7% | -53.1% |
| 1Y | -39.3% | +36.2% | -75.5% | -49.3% |
| 3Y | +803.2% | +268.8% | +534.4% | +287.2% |
| 5Y | +313.2% | +185.2% | +127.9% | +82.6% |
| All | +506.6% | +235.5% | +271.1% | +157.4% |
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