+127.0%
AEHR vs WST
+1.0%
+126.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.2% | -7.9% | -7.2% |
| 7D | +6.4% | +4.2% | +2.1% | +4.5% |
| 30D | -20.3% | +11.2% | -31.5% | -23.6% |
| 3M | -53.8% | +20.4% | -74.2% | -57.4% |
| 6M | -44.8% | +37.9% | -82.7% | -52.1% |
| YTD | +182.2% | +51.8% | +130.4% | +133.3% |
| 1Y | +174.7% | +56.6% | +118.1% | +124.5% |
| 3Y | +143.5% | +24.2% | +119.3% | +91.1% |
| All | +127.0% | +1.0% | +126.1% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling