+1,228.2%
WDC vs AEM
+369.2%
+858.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -3.8% |
| 7D | +4.4% | -5.0% | +9.5% | +5.6% |
| 30D | +5.3% | +8.5% | -3.2% | +2.9% |
| 3M | -5.9% | +29.3% | -35.2% | -11.6% |
| 6M | +73.2% | -12.9% | +86.2% | +76.0% |
| YTD | +167.8% | +16.8% | +151.1% | +157.3% |
| 1Y | +386.0% | +29.8% | +356.2% | +358.0% |
| 3Y | +1,309.7% | +336.7% | +973.0% | +977.4% |
| 5Y | +957.1% | +299.9% | +657.2% | +701.7% |
| All | +1,228.2% | +369.2% | +858.9% | +820.9% |
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 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