+346.7%
AEM vs WCC
+518.6%
-171.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.5% |
| 7D | -5.0% | +1.7% | -6.7% | -5.3% |
| 30D | +8.5% | -6.1% | +14.5% | +9.2% |
| 3M | +29.3% | +3.1% | +26.2% | +28.5% |
| 6M | -12.9% | +28.2% | -41.2% | -15.6% |
| YTD | +16.8% | +41.1% | -24.3% | +12.0% |
| 1Y | +29.8% | +61.3% | -31.5% | +22.8% |
| 3Y | +336.7% | +123.6% | +213.1% | +291.5% |
| 5Y | +299.9% | +214.8% | +85.2% | +238.5% |
| All | +346.7% | +518.6% | -171.8% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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