+391.7%
APP vs WTW
+51.8%
+339.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.4% | +3.0% |
| 7D | +0.9% | -2.6% | +3.5% | +1.8% |
| 30D | -23.3% | -1.0% | -22.3% | -23.1% |
| 3M | -42.6% | +29.9% | -72.6% | -48.4% |
| 6M | -33.6% | +10.7% | -44.3% | -36.8% |
| YTD | -52.4% | +2.6% | -55.0% | -54.0% |
| 1Y | -35.9% | +2.8% | -38.6% | -38.2% |
| 3Y | +642.2% | +67.3% | +574.9% | +441.4% |
| 5Y | +311.1% | +56.6% | +254.4% | +195.5% |
| All | +391.7% | +51.8% | +339.9% | +246.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling