+296.4%
WBD vs AEM
+2,028.1%
-1,731.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.3% |
| 7D | -0.7% | +4.3% | -5.0% | -1.2% |
| 30D | +5.0% | +13.1% | -8.1% | +3.4% |
| 3M | +6.2% | +24.8% | -18.6% | +3.2% |
| 6M | +0.6% | -8.2% | +8.8% | +0.9% |
| YTD | -2.4% | +19.8% | -22.3% | -5.5% |
| 1Y | +127.7% | +32.1% | +95.6% | +117.2% |
| 3Y | +148.4% | +348.2% | -199.8% | +103.0% |
| 5Y | +4.2% | +297.5% | -293.2% | -14.6% |
| 10Y | +10.8% | +343.3% | -332.5% | -13.9% |
| All | +296.4% | +2,028.1% | -1,731.7% | +126.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling