+95.7%
WFC vs APLD
+201.5%
-105.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -14.7% | +11.7% | -2.4% |
| 7D | 0.0% | -27.0% | +27.0% | +1.2% |
| 30D | +4.0% | -44.1% | +48.1% | +6.4% |
| 3M | -4.4% | -52.6% | +48.2% | -1.7% |
| 6M | +7.4% | -64.5% | +71.8% | +11.0% |
| YTD | -7.5% | -42.2% | +34.7% | -7.3% |
| 1Y | -0.3% | -57.2% | +56.8% | +0.9% |
| 3Y | +117.2% | +159.5% | -42.3% | +90.4% |
| All | +95.7% | +201.5% | -105.8% | +57.0% |
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