+642.9%
WDC vs AEM
+412.5%
+230.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | +12.1% | -6.8% | +18.9% | +13.8% |
| 30D | -18.8% | +0.8% | -19.6% | -19.3% |
| 3M | -39.3% | -0.8% | -38.5% | -39.9% |
| 6M | -40.1% | -8.5% | -31.6% | -39.9% |
| YTD | +71.8% | +5.9% | +65.9% | +67.2% |
| 1Y | +88.5% | +6.6% | +81.9% | +83.2% |
| 3Y | +770.0% | +302.2% | +467.8% | +563.1% |
| 5Y | +549.0% | +250.8% | +298.3% | +394.0% |
| All | +642.9% | +412.5% | +230.4% | +401.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling