+29.8%
AEM vs WWD
+40.3%
-10.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.5% | -2.4% |
| 7D | -5.0% | -2.9% | -2.2% | -4.1% |
| 30D | +8.5% | -6.6% | +15.1% | +10.9% |
| 3M | +29.3% | -9.3% | +38.6% | +32.6% |
| 6M | -12.9% | -13.6% | +0.7% | -9.6% |
| YTD | +16.8% | +10.4% | +6.4% | +14.6% |
| 1Y | +29.8% | +39.9% | -10.0% | +23.4% |
| All | +29.8% | +40.3% | -10.5% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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