+1,328.4%
WDC vs AEP
+76.9%
+1,251.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -4.5% |
| 7D | +4.4% | -1.0% | +5.4% | +4.3% |
| 30D | +5.3% | -0.1% | +5.4% | +5.3% |
| 3M | -5.9% | -3.2% | -2.7% | -6.4% |
| 6M | +73.2% | -5.3% | +78.5% | +72.2% |
| YTD | +167.8% | +9.5% | +158.3% | +167.6% |
| 1Y | +386.0% | +17.5% | +368.5% | +391.4% |
| All | +1,328.4% | +76.9% | +1,251.6% | +1,385.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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