+506.6%
APP vs WWD
+180.8%
+325.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.7% |
| 7D | +61.1% | +0.4% | +60.7% | +59.4% |
| 30D | +42.8% | -0.4% | +43.2% | +42.0% |
| 3M | +16.7% | -6.1% | +22.8% | +19.2% |
| 6M | -15.6% | -9.5% | -6.1% | -13.4% |
| YTD | -41.3% | +10.8% | -52.1% | -48.6% |
| 1Y | -39.3% | +23.5% | -62.8% | -51.1% |
| 3Y | +803.2% | +151.3% | +651.9% | +340.6% |
| 5Y | +313.2% | +187.8% | +125.3% | +68.5% |
| All | +506.6% | +180.8% | +325.8% | +145.3% |
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