+378.5%
APP vs WU
-58.9%
+437.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -1.9% |
| 7D | +0.1% | -0.8% | +0.9% | +0.4% |
| 30D | -10.0% | -1.1% | -8.9% | -9.8% |
| 3M | -44.6% | -1.8% | -42.8% | -45.0% |
| 6M | -37.9% | -23.9% | -13.9% | -32.9% |
| YTD | -53.7% | -20.4% | -33.3% | -51.0% |
| 1Y | -43.0% | -10.6% | -32.4% | -42.6% |
| 3Y | +640.8% | -27.7% | +668.5% | +678.2% |
| 5Y | +358.8% | -51.1% | +410.0% | +398.8% |
| All | +378.5% | -58.9% | +437.4% | +402.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling