+1,394.6%
WDC vs AEM
+344.0%
+1,050.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | +7.5% | +3.0% | +4.5% | +6.2% |
| 30D | +10.1% | +12.5% | -2.4% | +4.4% |
| 3M | -6.8% | +26.9% | -33.8% | -16.0% |
| 6M | +84.1% | -9.4% | +93.6% | +85.2% |
| YTD | +180.3% | +20.3% | +160.0% | +157.4% |
| 1Y | +411.1% | +33.8% | +377.3% | +355.5% |
| All | +1,394.6% | +344.0% | +1,050.6% | +858.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling