+520.8%
APP vs WWD
+184.6%
+336.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.7% |
| 7D | +48.9% | +3.7% | +45.2% | +45.1% |
| 30D | +49.4% | +1.8% | +47.6% | +46.9% |
| 3M | +27.0% | -5.0% | +32.0% | +29.0% |
| 6M | -15.4% | -8.4% | -7.0% | -13.7% |
| YTD | -39.9% | +12.3% | -52.2% | -47.8% |
| 1Y | -32.0% | +26.2% | -58.2% | -45.9% |
| 3Y | +824.3% | +154.6% | +669.8% | +347.8% |
| 5Y | +252.4% | +195.3% | +57.2% | +42.7% |
| All | +520.8% | +184.6% | +336.3% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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