+17,845.4%
WDC vs AEP
+2,223.4%
+15,622.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.2% | +6.0% | +5.9% |
| 7D | +1.7% | +1.8% | 0.0% | +1.1% |
| 30D | -10.0% | -0.8% | -9.2% | -9.7% |
| 3M | -18.8% | -1.8% | -16.9% | -18.7% |
| 6M | +79.0% | -5.4% | +84.4% | +81.1% |
| YTD | +171.6% | +10.4% | +161.1% | +160.0% |
| 1Y | +417.4% | +18.2% | +399.2% | +383.7% |
| 3Y | +1,251.8% | +79.0% | +1,172.8% | +962.0% |
| 5Y | +911.7% | +64.8% | +846.9% | +711.3% |
| 10Y | +1,399.6% | +170.8% | +1,228.8% | +886.3% |
| All | +17,845.4% | +2,223.4% | +15,622.0% | +3,759.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling