+803.3%
APP vs WST
+16.9%
+786.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.0% | +35.0% | +30.4% |
| 7D | +39.7% | -5.8% | +45.5% | +38.7% |
| 30D | +27.7% | +5.3% | +22.4% | +28.7% |
| 3M | -14.8% | +11.8% | -26.6% | -13.4% |
| 6M | -25.5% | +26.7% | -52.2% | -22.8% |
| YTD | -47.2% | +43.0% | -90.1% | -44.4% |
| 1Y | -42.3% | +38.9% | -81.1% | -39.6% |
| All | +803.3% | +16.9% | +786.5% | +642.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling