+33.8%
AEM vs WST
+33.7%
0.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +3.0% | -1.7% | +4.7% | +3.3% |
| 30D | +12.5% | -4.3% | +16.8% | +13.2% |
| 3M | +26.9% | +0.7% | +26.2% | +27.0% |
| 6M | -9.4% | +36.0% | -45.5% | -12.8% |
| YTD | +20.3% | +22.7% | -2.5% | +16.1% |
| 1Y | +33.8% | +34.1% | -0.3% | +29.7% |
| All | +33.8% | +33.7% | 0.0% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling