+635.9%
APP vs WTW
+66.9%
+569.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.3% |
| 7D | +0.1% | -2.7% | +2.8% | +0.4% |
| 30D | -10.0% | -5.6% | -4.4% | -9.4% |
| 3M | -44.6% | +26.5% | -71.1% | -46.8% |
| 6M | -37.9% | +8.1% | -46.0% | -39.2% |
| YTD | -53.7% | -0.3% | -53.4% | -54.6% |
| 1Y | -43.0% | -0.9% | -42.1% | -44.0% |
| All | +635.9% | +66.9% | +569.0% | +619.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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