+991.6%
WDC vs AEP
+64.9%
+926.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +7.5% | +0.9% | +6.6% | +7.4% |
| 30D | +10.1% | +1.5% | +8.6% | +9.9% |
| 3M | -6.8% | -1.7% | -5.1% | -7.0% |
| 6M | +84.1% | -4.0% | +88.2% | +84.2% |
| YTD | +180.3% | +10.6% | +169.7% | +173.9% |
| 1Y | +411.1% | +18.6% | +392.5% | +395.5% |
| 3Y | +1,375.0% | +78.7% | +1,296.3% | +1,190.4% |
| 5Y | +991.6% | +65.1% | +926.5% | +895.5% |
| All | +991.6% | +64.9% | +926.6% | +895.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling