+1,188.5%
WDC vs AEHR
+3,845.4%
-2,656.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.1% |
| 7D | -4.3% | +9.8% | -14.1% | -5.7% |
| 30D | -1.5% | -26.7% | +25.2% | +3.0% |
| 3M | -15.5% | -8.1% | -7.4% | -15.8% |
| 6M | +66.5% | +123.1% | -56.6% | +44.6% |
| YTD | +159.9% | +369.0% | -209.1% | +102.4% |
| 1Y | +366.0% | +256.4% | +109.6% | +272.3% |
| 3Y | +1,285.8% | +96.4% | +1,189.5% | +980.3% |
| 5Y | +925.6% | +836.6% | +89.0% | +513.1% |
| All | +1,188.5% | +3,845.4% | -2,656.9% | +467.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 10y: compounded portfolio wealth divided by compounded AEHR 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…
10y analysis · Full analysis span regression · 6 months rolling