+1,831.5%
AEHR vs WWD
+439.4%
+1,392.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.0% | -6.3% |
| 7D | +6.4% | +4.0% | +2.4% | +4.4% |
| 30D | -20.3% | +0.4% | -20.7% | -19.2% |
| 3M | -53.8% | -7.9% | -45.9% | -50.6% |
| 6M | -44.8% | -10.6% | -34.2% | -39.7% |
| YTD | +182.2% | +9.4% | +172.8% | +186.2% |
| 1Y | +174.7% | +25.7% | +149.0% | +159.4% |
| 3Y | +143.5% | +148.5% | -5.0% | +66.2% |
| 5Y | +129.9% | +189.5% | -59.7% | +46.8% |
| All | +1,831.5% | +439.4% | +1,392.2% | +784.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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