+391.7%
APP vs WWD
+191.0%
+200.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.2% | +1.6% |
| 7D | +0.9% | +1.3% | -0.4% | +0.1% |
| 30D | -23.3% | -7.2% | -16.1% | -20.0% |
| 3M | -42.6% | -3.8% | -38.8% | -42.3% |
| 6M | -33.6% | -9.9% | -23.7% | -31.7% |
| YTD | -52.4% | +14.8% | -67.2% | -58.7% |
| 1Y | -35.9% | +42.1% | -78.0% | -52.7% |
| 3Y | +642.2% | +170.8% | +471.4% | +249.7% |
| 5Y | +311.1% | +197.5% | +113.6% | +66.0% |
| All | +391.7% | +191.0% | +200.7% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling