+292.6%
APP vs WSM
+168.7%
+124.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.8% | +11.6% | +10.8% |
| 7D | +71.2% | +0.5% | +70.7% | +69.5% |
| 30D | +39.1% | +6.0% | +33.1% | +33.9% |
| 3M | +16.5% | +3.2% | +13.3% | +13.6% |
| 6M | -16.6% | +37.1% | -53.7% | -30.9% |
| YTD | -41.9% | +44.2% | -86.1% | -53.5% |
| 1Y | -37.0% | +34.2% | -71.2% | -47.7% |
| 3Y | +892.4% | +249.3% | +643.2% | +304.6% |
| All | +292.6% | +168.7% | +124.0% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling