+500.0%
APP vs WST
+34.6%
+465.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.9% | +8.0% | +9.5% |
| 7D | +71.2% | -3.1% | +74.3% | +71.9% |
| 30D | +39.1% | +9.1% | +30.0% | +36.6% |
| 3M | +16.5% | +14.7% | +1.9% | +13.4% |
| 6M | -16.6% | +28.0% | -44.6% | -20.6% |
| YTD | -41.9% | +45.6% | -87.6% | -46.3% |
| 1Y | -37.0% | +45.7% | -82.7% | -41.8% |
| 3Y | +892.4% | +21.1% | +871.4% | +718.2% |
| 5Y | +297.3% | +0.3% | +297.0% | +266.3% |
| All | +500.0% | +34.6% | +465.5% | +407.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling