+3,912.3%
AEHR vs WWD
+498.2%
+3,414.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.2% |
| 7D | +9.8% | -2.6% | +12.4% | +11.3% |
| 30D | -26.7% | -6.9% | -19.8% | -23.6% |
| 3M | -8.1% | -13.0% | +5.0% | -0.4% |
| 6M | +123.1% | -12.5% | +135.5% | +144.5% |
| YTD | +369.0% | +11.8% | +357.1% | +360.9% |
| 1Y | +256.4% | +41.1% | +215.3% | +214.4% |
| 3Y | +96.4% | +163.1% | -66.7% | +28.7% |
| 5Y | +836.6% | +187.6% | +649.0% | +487.2% |
| All | +3,912.3% | +498.2% | +3,414.1% | +1,886.6% |
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