+329.1%
APP vs WTW
+45.2%
+283.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.3% | -0.8% |
| 7D | -4.4% | -7.1% | +2.7% | -1.6% |
| 30D | -10.0% | -8.5% | -1.5% | -6.9% |
| 3M | -41.4% | +20.6% | -62.0% | -46.3% |
| 6M | -41.0% | +7.2% | -48.2% | -43.5% |
| YTD | -54.7% | -3.9% | -50.9% | -55.2% |
| 1Y | -45.3% | -3.6% | -41.8% | -46.2% |
| 3Y | +624.3% | +60.7% | +563.6% | +394.9% |
| 5Y | +329.1% | +42.2% | +287.0% | +194.0% |
| All | +329.1% | +45.2% | +283.9% | +194.0% |
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