+528.8%
APP vs WSM
+235.7%
+293.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.0% | +1.8% | +3.3% |
| 7D | +79.2% | +0.9% | +78.3% | +77.3% |
| 30D | +48.0% | +8.6% | +39.4% | +41.1% |
| 3M | +18.2% | +4.2% | +14.0% | +14.9% |
| 6M | -12.5% | +44.6% | -57.1% | -28.7% |
| YTD | -39.2% | +48.5% | -87.7% | -51.4% |
| 1Y | -33.9% | +34.7% | -68.5% | -44.5% |
| 3Y | +933.3% | +271.0% | +662.2% | +341.4% |
| 5Y | +295.9% | +180.9% | +114.9% | +75.5% |
| All | +528.8% | +235.7% | +293.2% | +166.7% |
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