+391.7%
APP vs WST
+14.4%
+377.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | +0.9% | +0.7% | +0.1% | +0.7% |
| 30D | -23.3% | -3.1% | -20.1% | -22.8% |
| 3M | -42.6% | +7.2% | -49.8% | -43.4% |
| 6M | -33.6% | +36.8% | -70.4% | -37.7% |
| YTD | -52.4% | +23.8% | -76.3% | -54.6% |
| 1Y | -35.9% | +37.8% | -73.7% | -40.1% |
| 3Y | +642.2% | -15.9% | +658.1% | +638.1% |
| 5Y | +311.1% | -25.8% | +336.9% | +304.5% |
| All | +391.7% | +14.4% | +377.2% | +329.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling