+309.9%
AEM vs WST
+19.1%
+290.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.5% | +1.2% |
| 7D | +15.8% | -3.1% | +18.9% | +16.0% |
| 30D | +6.2% | +9.1% | -2.9% | +5.8% |
| 3M | +14.3% | +14.7% | -0.4% | +13.6% |
| 6M | +1.4% | +28.0% | -26.6% | +0.3% |
| YTD | +13.7% | +45.6% | -31.9% | +11.7% |
| 1Y | +21.3% | +45.7% | -24.3% | +19.1% |
| 3Y | +309.9% | +21.1% | +288.8% | +283.5% |
| All | +309.9% | +19.1% | +290.8% | +283.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling