-26.4%
APP vs WST
+54.9%
-81.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.7% | +3.7% |
| 7D | +4.6% | +4.2% | +0.4% | +4.0% |
| 30D | +56.0% | +11.2% | +44.8% | +52.0% |
| 3M | +30.8% | +20.4% | +10.5% | +25.1% |
| 6M | -9.8% | +37.9% | -47.7% | -16.1% |
| YTD | -39.3% | +51.8% | -91.1% | -45.8% |
| 1Y | -26.4% | +56.6% | -83.1% | -34.4% |
| All | -26.4% | +54.9% | -81.4% | -34.4% |
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