+3,255.3%
AEM vs WST
+15,004.7%
-11,749.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.4% | -2.4% |
| 7D | +1.4% | +1.1% | +0.3% | +1.3% |
| 30D | -1.2% | +12.4% | -13.6% | -2.3% |
| 3M | +2.5% | +17.6% | -15.0% | +1.0% |
| 6M | -5.1% | +28.3% | -33.3% | -7.4% |
| YTD | +10.4% | +50.5% | -40.1% | +5.9% |
| 1Y | +11.8% | +49.4% | -37.6% | +7.3% |
| 3Y | +315.6% | +21.9% | +293.8% | +297.0% |
| 5Y | +266.3% | +0.4% | +265.9% | +251.5% |
| 10Y | +427.4% | +451.5% | -24.2% | +340.8% |
| All | +3,255.3% | +15,004.7% | -11,749.3% | +2,494.0% |
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