+1,747.8%
AEP vs WWD
+15,408.5%
-13,660.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.3% |
| 7D | +1.8% | +1.3% | +0.5% | +1.6% |
| 30D | -0.8% | -7.2% | +6.4% | +0.2% |
| 3M | -1.8% | -3.8% | +2.0% | -1.6% |
| 6M | -5.4% | -9.9% | +4.5% | -4.5% |
| YTD | +10.4% | +14.8% | -4.4% | +7.3% |
| 1Y | +18.2% | +42.1% | -23.9% | +10.9% |
| 3Y | +79.0% | +170.8% | -91.8% | +50.3% |
| 5Y | +64.8% | +197.5% | -132.7% | +34.8% |
| 10Y | +170.8% | +477.8% | -307.0% | +91.2% |
| All | +1,747.8% | +15,408.5% | -13,660.7% | +810.0% |
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