+460.5%
WDC vs APP
+485.7%
-25.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.8% | +5.1% | +9.0% |
| 7D | -14.4% | +79.2% | -93.6% | -25.0% |
| 30D | -27.1% | +48.0% | -75.1% | -33.6% |
| 3M | -33.3% | +18.2% | -51.5% | -36.6% |
| 6M | -39.6% | -12.5% | -27.1% | -39.7% |
| YTD | +68.4% | -39.2% | +107.5% | +76.0% |
| 1Y | +78.2% | -33.9% | +112.0% | +83.0% |
| 3Y | +772.0% | +933.3% | -161.2% | +387.3% |
| 5Y | +584.9% | +295.9% | +289.0% | +313.1% |
| All | +460.5% | +485.7% | -25.2% | +182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 APP 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