+107.6%
WFC vs APLD
+461.1%
-353.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.8% |
| 7D | +3.8% | +4.1% | -0.3% | +3.6% |
| 30D | +1.5% | -11.7% | +13.2% | +1.9% |
| 3M | +10.9% | -40.3% | +51.1% | +12.9% |
| 6M | +8.4% | -8.0% | +16.4% | +7.6% |
| YTD | -1.9% | +7.5% | -9.4% | -3.8% |
| 1Y | +12.3% | +84.0% | -71.7% | +6.8% |
| 3Y | +132.3% | +356.2% | -223.9% | +99.2% |
| All | +107.6% | +461.1% | -353.4% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling