+39.8%
AEE vs WSM
+171.2%
-131.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.4% | -1.1% |
| 7D | -0.7% | +0.4% | -1.1% | -0.7% |
| 30D | -2.0% | -10.7% | +8.7% | -1.5% |
| 3M | -2.8% | +8.5% | -11.3% | -3.2% |
| 6M | -3.6% | +19.6% | -23.2% | -4.4% |
| YTD | +7.3% | +26.6% | -19.3% | +6.0% |
| 1Y | +8.7% | +12.0% | -3.2% | +7.9% |
| 3Y | +46.0% | +226.6% | -180.6% | +33.8% |
| 5Y | +39.8% | +174.1% | -134.4% | +27.1% |
| All | +39.8% | +171.2% | -131.4% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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