-55.4%
APP vs WST
+47.3%
-102.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.4% | +10.2% | +10.6% |
| 7D | +4.5% | +1.3% | +3.3% | +4.2% |
| 30D | -3.6% | +8.5% | -12.1% | -5.6% |
| 3M | -35.3% | +17.2% | -52.5% | -37.8% |
| 6M | -42.8% | +36.3% | -79.1% | -46.8% |
| YTD | -59.7% | +48.9% | -108.6% | -63.9% |
| 1Y | -55.4% | +42.9% | -98.3% | -59.9% |
| All | -55.4% | +47.3% | -102.7% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling