+2,078.1%
AEHR vs WST
+452.9%
+1,625.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.3% | +10.4% |
| 7D | +8.1% | +1.1% | +7.1% | +8.2% |
| 30D | -15.9% | +12.4% | -28.2% | -19.1% |
| 3M | -43.9% | +17.6% | -61.4% | -47.1% |
| 6M | -37.1% | +28.3% | -65.4% | -42.4% |
| YTD | +225.8% | +50.5% | +175.3% | +180.1% |
| 1Y | +184.0% | +49.4% | +134.6% | +145.3% |
| 3Y | +168.5% | +21.9% | +146.6% | +127.1% |
| 5Y | +186.2% | +0.4% | +185.9% | +154.3% |
| 10Y | +2,078.1% | +451.5% | +1,626.6% | +1,067.7% |
| All | +2,078.1% | +452.9% | +1,625.3% | +1,067.7% |
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