+3,594.0%
AEM vs WST
+12,330.1%
-8,736.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -0.5% | +0.7% | -1.3% | -0.6% |
| 30D | +24.0% | -3.1% | +27.2% | +24.4% |
| 3M | +16.1% | +7.2% | +8.9% | +15.3% |
| 6M | -11.6% | +36.8% | -48.4% | -14.3% |
| YTD | +21.5% | +23.8% | -2.3% | +18.8% |
| 1Y | +39.2% | +37.8% | +1.4% | +34.5% |
| 3Y | +347.4% | -15.9% | +363.3% | +343.1% |
| 5Y | +290.1% | -25.8% | +316.0% | +284.7% |
| 10Y | +357.8% | +319.6% | +38.2% | +291.7% |
| All | +3,594.0% | +12,330.1% | -8,736.1% | +2,809.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling