+96.4%
AEHR vs WSM
+230.1%
-133.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.2% |
| 7D | +9.8% | -0.5% | +10.3% | +10.2% |
| 30D | -26.7% | -7.7% | -19.0% | -22.8% |
| 3M | -8.1% | +3.8% | -11.9% | -10.6% |
| 6M | +123.1% | +22.7% | +100.4% | +97.9% |
| YTD | +369.0% | +28.0% | +341.0% | +308.7% |
| 1Y | +256.4% | +12.7% | +243.7% | +234.4% |
| 3Y | +96.4% | +231.3% | -134.9% | +9.6% |
| All | +96.4% | +230.1% | -133.7% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling