+391.7%
APP vs WU
-57.8%
+449.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | +0.9% | -0.8% | +1.7% | +1.1% |
| 30D | -23.3% | -1.1% | -22.2% | -23.0% |
| 3M | -42.6% | -3.9% | -38.8% | -42.6% |
| 6M | -33.6% | -20.7% | -12.9% | -29.2% |
| YTD | -52.4% | -18.4% | -34.1% | -50.0% |
| 1Y | -35.9% | -8.1% | -27.8% | -36.1% |
| 3Y | +642.2% | -24.2% | +666.4% | +664.1% |
| 5Y | +311.1% | -50.4% | +361.5% | +342.2% |
| All | +391.7% | -57.8% | +449.5% | +412.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling