+992.6%
WDC vs AME
+85.0%
+907.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +6.0% | +2.8% | +3.2% | +3.2% |
| 30D | +9.9% | -6.3% | +16.2% | +17.3% |
| 3M | -9.4% | +5.4% | -14.8% | -12.8% |
| 6M | +94.7% | +7.4% | +87.3% | +85.3% |
| YTD | +177.4% | +16.2% | +161.2% | +147.2% |
| 1Y | +412.6% | +26.8% | +385.8% | +321.1% |
| 3Y | +1,359.8% | +57.5% | +1,302.3% | +888.6% |
| 5Y | +992.6% | +84.8% | +907.7% | +513.4% |
| All | +992.6% | +85.0% | +907.5% | +513.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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