+376.1%
AEM vs WST
+325.7%
+50.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +3.0% | -1.7% | +4.7% | +3.2% |
| 30D | +12.5% | -4.3% | +16.8% | +13.2% |
| 3M | +26.9% | +0.7% | +26.2% | +26.8% |
| 6M | -9.4% | +36.0% | -45.5% | -13.1% |
| YTD | +20.3% | +22.7% | -2.5% | +16.7% |
| 1Y | +33.8% | +34.1% | -0.3% | +28.1% |
| 3Y | +349.8% | -13.6% | +363.4% | +344.6% |
| 5Y | +301.0% | -26.0% | +327.0% | +291.9% |
| 10Y | +376.1% | +335.8% | +40.3% | +288.8% |
| All | +376.1% | +325.7% | +50.4% | +288.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling