+1,831.9%
AEP vs WWD
+14,675.7%
-12,843.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +2.9% | +4.0% | -1.1% | +2.3% |
| 30D | +3.2% | +0.4% | +2.8% | +3.0% |
| 3M | +3.8% | -7.9% | +11.7% | +4.8% |
| 6M | +2.5% | -10.6% | +13.1% | +3.7% |
| YTD | +15.5% | +9.4% | +6.1% | +12.8% |
| 1Y | +9.6% | +25.7% | -16.1% | +4.7% |
| 3Y | +91.2% | +148.5% | -57.4% | +62.3% |
| 5Y | +88.2% | +189.5% | -101.3% | +54.2% |
| 10Y | +205.1% | +451.8% | -246.7% | +116.5% |
| All | +1,831.9% | +14,675.7% | -12,843.8% | +856.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling