+250.4%
APP vs WTW
+51.8%
+198.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.1% |
| 7D | +10.6% | -2.3% | +12.9% | +11.4% |
| 30D | +44.6% | +10.7% | +33.9% | +38.7% |
| 3M | +29.6% | -3.1% | +32.7% | +30.6% |
| 6M | -19.8% | +31.7% | -51.4% | -29.1% |
| YTD | -41.6% | +1.1% | -42.7% | -43.4% |
| 1Y | -32.7% | +4.1% | -36.8% | -35.9% |
| 3Y | +799.0% | +42.1% | +756.9% | +591.5% |
| 5Y | +250.4% | +52.2% | +198.1% | +128.9% |
| All | +250.4% | +51.8% | +198.5% | +128.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling