+527.5%
APP vs WSM
+225.9%
+301.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.5% | +3.2% |
| 7D | +4.6% | 0.0% | +4.6% | +4.6% |
| 30D | +56.0% | +5.1% | +50.9% | +51.3% |
| 3M | +30.8% | +5.1% | +25.7% | +26.5% |
| 6M | -9.8% | +48.6% | -58.4% | -27.6% |
| YTD | -39.3% | +44.2% | -83.5% | -50.7% |
| 1Y | -26.4% | +38.1% | -64.5% | -39.2% |
| 3Y | +887.9% | +257.2% | +630.7% | +330.5% |
| 5Y | +264.1% | +165.1% | +99.0% | +64.9% |
| All | +527.5% | +225.9% | +301.6% | +170.1% |
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