+99.2%
WFC vs APLD
+281.1%
-181.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.4% | -7.3% | -0.3% |
| 7D | -1.3% | +7.8% | -9.1% | -1.7% |
| 30D | +3.6% | -23.0% | +26.6% | +4.4% |
| 3M | -1.3% | -39.7% | +38.4% | +0.4% |
| 6M | +18.0% | -59.8% | +77.8% | +21.4% |
| YTD | -5.9% | -27.0% | +21.1% | -6.6% |
| 1Y | +1.8% | -37.3% | +39.1% | +1.3% |
| 3Y | +125.0% | +281.9% | -156.9% | +93.8% |
| All | +99.2% | +281.1% | -181.9% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 5y: compounded portfolio wealth divided by compounded APLD 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…
5y analysis · Full analysis span regression · 6 months rolling