+297.5%
AEM vs WST
-25.8%
+323.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.3% |
| 7D | +4.3% | -0.3% | +4.6% | +4.4% |
| 30D | +13.1% | -4.6% | +17.7% | +13.7% |
| 3M | +24.8% | +5.7% | +19.1% | +24.0% |
| 6M | -8.2% | +37.6% | -45.8% | -11.5% |
| YTD | +19.8% | +23.0% | -3.2% | +16.8% |
| 1Y | +32.1% | +33.8% | -1.8% | +27.4% |
| 3Y | +348.2% | -13.4% | +361.5% | +346.6% |
| 5Y | +297.5% | -27.0% | +324.4% | +257.3% |
| All | +297.5% | -25.8% | +323.2% | +257.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling