+547.9%
AEHR vs WSM
+6,871.1%
-6,323.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.4% | +5.3% |
| 7D | +19.1% | +2.6% | +16.5% | +18.5% |
| 30D | -10.0% | -9.3% | -0.7% | -8.2% |
| 3M | +1.3% | +7.1% | -5.8% | -0.1% |
| 6M | +133.8% | +21.7% | +112.0% | +125.8% |
| YTD | +373.3% | +28.7% | +344.6% | +353.6% |
| 1Y | +256.2% | +13.9% | +242.3% | +250.7% |
| 3Y | +93.2% | +232.2% | -138.9% | +56.9% |
| 5Y | +793.1% | +176.4% | +616.7% | +646.5% |
| 10Y | +3,753.2% | +1,072.4% | +2,680.8% | +2,508.0% |
| All | +547.9% | +6,871.1% | -6,323.2% | +186.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling