+83.6%
AEHR vs WST
-15.5%
+99.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +5.9% | +5.4% |
| 7D | +18.5% | -0.3% | +18.8% | +18.6% |
| 30D | -11.9% | -4.6% | -7.3% | -10.8% |
| 3M | -5.0% | +5.7% | -10.7% | -6.1% |
| 6M | +155.0% | +37.6% | +117.4% | +135.7% |
| YTD | +349.7% | +23.0% | +326.6% | +324.4% |
| 1Y | +260.4% | +33.8% | +226.6% | +235.4% |
| 3Y | +83.6% | -13.4% | +97.0% | +89.4% |
| All | +83.6% | -15.5% | +99.1% | +89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling