+527.5%
APP vs WU
-59.0%
+586.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.6% | +3.4% |
| 7D | +4.6% | -2.0% | +6.6% | +5.3% |
| 30D | +56.0% | +11.4% | +44.6% | +51.0% |
| 3M | +30.8% | -6.8% | +37.7% | +34.0% |
| 6M | -9.8% | -14.6% | +4.8% | -6.0% |
| YTD | -39.3% | -20.6% | -18.6% | -35.5% |
| 1Y | -26.4% | -15.4% | -11.1% | -23.9% |
| 3Y | +887.9% | -23.6% | +911.5% | +916.1% |
| 5Y | +264.1% | -43.4% | +307.5% | +310.0% |
| All | +527.5% | -59.0% | +586.4% | +561.1% |
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