+887.9%
APP vs WST
+24.3%
+863.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.7% | +4.1% |
| 7D | +4.6% | +4.2% | +0.4% | +5.2% |
| 30D | +56.0% | +11.2% | +44.8% | +58.5% |
| 3M | +30.8% | +20.4% | +10.5% | +34.4% |
| 6M | -9.8% | +37.9% | -47.7% | -5.3% |
| YTD | -39.3% | +51.8% | -91.1% | -35.4% |
| 1Y | -26.4% | +56.6% | -83.1% | -21.2% |
| 3Y | +887.9% | +24.2% | +863.7% | +700.8% |
| All | +887.9% | +24.3% | +863.6% | +700.8% |
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