+506.6%
APP vs WU
-57.8%
+564.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -4.0% |
| 7D | +61.1% | +11.0% | +50.1% | +56.0% |
| 30D | +42.8% | +13.4% | +29.4% | +37.3% |
| 3M | +16.7% | +2.2% | +14.4% | +15.9% |
| 6M | -15.6% | -18.2% | +2.6% | -10.8% |
| YTD | -41.3% | -18.3% | -23.0% | -38.3% |
| 1Y | -39.3% | -12.2% | -27.1% | -38.0% |
| 3Y | +803.2% | -20.8% | +824.0% | +816.1% |
| 5Y | +313.2% | -42.6% | +355.7% | +358.6% |
| All | +506.6% | -57.8% | +564.4% | +532.5% |
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