+1,927.8%
AEIS vs WCN
+6,767.3%
-4,839.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.2% |
| 7D | +8.1% | -0.4% | +8.6% | +8.3% |
| 30D | -11.1% | -2.1% | -9.0% | -10.5% |
| 3M | -5.6% | +6.4% | -12.0% | -9.3% |
| 6M | -0.6% | -3.7% | +3.0% | -1.1% |
| YTD | +38.0% | -6.4% | +44.4% | +38.5% |
| 1Y | +87.2% | -7.9% | +95.2% | +88.3% |
| 3Y | +179.7% | +20.8% | +158.9% | +148.1% |
| 5Y | +241.7% | +29.0% | +212.8% | +193.6% |
| 10Y | +547.2% | +236.4% | +310.8% | +287.6% |
| All | +1,927.8% | +6,767.3% | -4,839.6% | +513.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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