+378.5%
APP vs WY
-25.9%
+404.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.2% | -1.8% |
| 7D | +0.1% | -2.1% | +2.1% | +1.3% |
| 30D | -10.0% | -10.5% | +0.5% | -4.1% |
| 3M | -44.6% | -4.9% | -39.8% | -43.6% |
| 6M | -37.9% | -4.9% | -32.9% | -37.1% |
| YTD | -53.7% | -1.7% | -52.0% | -54.9% |
| 1Y | -43.0% | -9.4% | -33.6% | -41.6% |
| 3Y | +640.8% | -22.3% | +663.1% | +718.2% |
| 5Y | +358.8% | -20.5% | +379.4% | +476.1% |
| All | +378.5% | -25.9% | +404.5% | +491.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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