+484.8%
AEHR vs WST
+6,543.6%
-6,058.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -0.8% | +13.9% | +13.4% |
| 7D | +6.7% | +0.7% | +6.0% | +6.5% |
| 30D | -12.7% | -3.1% | -9.5% | -11.7% |
| 3M | -26.0% | +7.2% | -33.2% | -27.6% |
| 6M | +102.2% | +36.8% | +65.4% | +82.4% |
| YTD | +327.2% | +23.8% | +303.4% | +297.0% |
| 1Y | +228.1% | +37.8% | +190.3% | +194.7% |
| 3Y | +67.0% | -15.9% | +82.9% | +63.4% |
| 5Y | +928.1% | -25.8% | +954.0% | +936.8% |
| 10Y | +3,269.5% | +319.6% | +2,949.9% | +1,799.7% |
| All | +484.8% | +6,543.6% | -6,058.7% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling