+500.0%
APP vs WWD
+166.7%
+333.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.4% | +6.5% | +8.1% |
| 7D | +71.2% | +4.2% | +67.1% | +65.8% |
| 30D | +39.1% | -2.1% | +41.2% | +39.3% |
| 3M | +16.5% | -13.2% | +29.7% | +24.2% |
| 6M | -16.6% | -16.9% | +0.3% | -10.4% |
| YTD | -41.9% | +5.2% | -47.2% | -47.8% |
| 1Y | -37.0% | +20.6% | -57.6% | -48.9% |
| 3Y | +892.4% | +146.3% | +746.1% | +387.3% |
| 5Y | +297.3% | +171.3% | +126.0% | +66.6% |
| All | +500.0% | +166.7% | +333.3% | +149.2% |
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