+76.6%
AME vs WWD
+190.4%
-113.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.7% | +2.4% |
| 7D | -1.5% | +4.2% | -5.7% | -2.9% |
| 30D | -4.2% | -0.8% | -3.4% | -3.9% |
| 3M | -5.9% | -8.2% | +2.2% | -3.2% |
| 6M | +2.8% | -9.8% | +12.7% | +5.9% |
| YTD | +16.6% | +10.4% | +6.2% | +11.1% |
| 1Y | +22.1% | +25.5% | -3.4% | +10.8% |
| 3Y | +64.7% | +155.8% | -91.1% | +9.7% |
| 5Y | +76.6% | +187.3% | -110.7% | +6.6% |
| All | +76.6% | +190.4% | -113.8% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling