+366.0%
WDC vs AEM
+32.6%
+333.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.8% |
| 7D | -4.3% | -2.1% | -2.2% | -3.4% |
| 30D | -1.5% | +8.4% | -9.9% | -6.5% |
| 3M | -15.5% | +27.3% | -42.8% | -26.9% |
| 6M | +66.5% | -9.7% | +76.1% | +68.4% |
| YTD | +159.9% | +19.0% | +140.9% | +126.9% |
| 1Y | +366.0% | +31.5% | +334.5% | +275.1% |
| All | +366.0% | +32.6% | +333.4% | +275.1% |
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