+7.8%
WBD vs AEM
+294.2%
-286.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.5% |
| 7D | -0.6% | -5.0% | +4.4% | +0.2% |
| 30D | +4.2% | +8.5% | -4.3% | +2.5% |
| 3M | +7.5% | +29.3% | -21.8% | +2.3% |
| 6M | +1.6% | -12.9% | +14.5% | +3.4% |
| YTD | -2.2% | +16.8% | -18.9% | -6.7% |
| 1Y | +124.9% | +29.8% | +95.0% | +107.2% |
| 3Y | +149.1% | +336.7% | -187.6% | +62.5% |
| 5Y | +7.8% | +299.9% | -292.1% | -27.1% |
| All | +7.8% | +294.2% | -286.3% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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