+3,753.2%
AEHR vs WST
+325.7%
+3,427.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.3% |
| 7D | +19.1% | -1.7% | +20.8% | +19.8% |
| 30D | -10.0% | -4.3% | -5.7% | -8.6% |
| 3M | +1.3% | +0.7% | +0.6% | +1.3% |
| 6M | +133.8% | +36.0% | +97.7% | +109.6% |
| YTD | +373.3% | +22.7% | +350.6% | +338.3% |
| 1Y | +256.2% | +34.1% | +222.1% | +220.3% |
| 3Y | +93.2% | -13.6% | +106.8% | +87.4% |
| 5Y | +793.1% | -26.0% | +819.1% | +770.1% |
| 10Y | +3,753.2% | +335.8% | +3,417.5% | +1,998.4% |
| All | +3,753.2% | +325.7% | +3,427.5% | +1,998.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling