+113.2%
WDC vs AEM
+17.3%
+95.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +9.7% | -16.4% | -10.5% |
| 7D | -18.3% | +0.2% | -18.5% | -18.5% |
| 30D | -26.7% | +0.1% | -26.7% | -26.9% |
| 3M | -40.9% | +22.1% | -63.0% | -49.4% |
| 6M | -26.8% | +2.4% | -29.2% | -30.7% |
| YTD | +88.2% | +8.9% | +79.3% | +60.2% |
| 1Y | +113.2% | +18.7% | +94.5% | +61.8% |
| All | +113.2% | +17.3% | +95.9% | +61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling