+854.0%
AEP vs WCN
+6,767.3%
-5,913.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +0.9% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | +0.5% | -2.1% | +2.6% | +0.9% |
| 3M | -0.3% | +6.4% | -6.7% | -1.6% |
| 6M | -3.5% | -3.7% | +0.2% | -3.0% |
| YTD | +11.3% | -6.4% | +17.6% | +12.2% |
| 1Y | +20.2% | -7.9% | +28.2% | +21.6% |
| 3Y | +79.8% | +20.8% | +59.0% | +72.1% |
| 5Y | +65.6% | +29.0% | +36.6% | +56.4% |
| 10Y | +169.3% | +236.4% | -67.1% | +117.4% |
| All | +854.0% | +6,767.3% | -5,913.4% | +500.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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