+11,931.6%
WDC vs AEP
+2,329.7%
+9,601.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.1% | +7.3% | +8.0% |
| 7D | -3.2% | +0.7% | -4.0% | -3.3% |
| 30D | -19.0% | +4.8% | -23.8% | -20.3% |
| 3M | -28.4% | +5.4% | -33.8% | -29.7% |
| 6M | -39.2% | +0.4% | -39.6% | -39.8% |
| YTD | +82.1% | +15.5% | +66.6% | +71.6% |
| 1Y | +84.7% | +8.5% | +76.1% | +77.9% |
| 3Y | +825.6% | +84.6% | +741.0% | +620.9% |
| 5Y | +608.2% | +86.9% | +521.3% | +443.1% |
| 10Y | +695.1% | +205.1% | +490.0% | +401.2% |
| All | +11,931.6% | +2,329.7% | +9,601.9% | +2,447.3% |
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