+391.7%
APP vs WSM
+190.8%
+200.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.2% |
| 7D | +0.9% | -3.3% | +4.1% | +2.6% |
| 30D | -23.3% | -8.4% | -14.9% | -19.8% |
| 3M | -42.6% | +9.7% | -52.3% | -45.7% |
| 6M | -33.6% | +16.7% | -50.3% | -39.4% |
| YTD | -52.4% | +28.7% | -81.1% | -58.8% |
| 1Y | -35.9% | +13.7% | -49.5% | -41.4% |
| 3Y | +642.2% | +230.1% | +412.1% | +235.1% |
| 5Y | +311.1% | +179.0% | +132.1% | +91.9% |
| All | +391.7% | +190.8% | +200.8% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling