+916.1%
WDC vs AEM
+306.3%
+609.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.5% |
| 7D | -4.3% | -2.1% | -2.2% | -3.7% |
| 30D | -1.5% | +8.4% | -9.9% | -4.6% |
| 3M | -15.5% | +27.3% | -42.8% | -22.4% |
| 6M | +66.5% | -9.7% | +76.1% | +67.9% |
| YTD | +159.9% | +19.0% | +140.9% | +143.5% |
| 1Y | +366.0% | +31.5% | +334.5% | +325.8% |
| 3Y | +1,285.8% | +338.7% | +947.1% | +850.7% |
| All | +916.1% | +306.3% | +609.8% | +577.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling