+408.7%
AEM vs WST
+456.5%
-47.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -6.8% | +4.2% | -11.1% | -7.3% |
| 30D | +0.8% | +11.2% | -10.4% | -0.6% |
| 3M | -0.8% | +20.4% | -21.2% | -3.2% |
| 6M | -8.5% | +37.9% | -46.4% | -12.4% |
| YTD | +5.9% | +51.8% | -45.9% | -0.1% |
| 1Y | +6.6% | +56.6% | -50.0% | +0.1% |
| 3Y | +302.2% | +24.2% | +278.0% | +275.4% |
| 5Y | +250.8% | +0.7% | +250.1% | +228.7% |
| All | +408.7% | +456.5% | -47.8% | +272.8% |
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