+11,005.7%
WDC vs AME
+18,783.2%
-7,777.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -16.7% | -4.1% | -12.6% | -14.0% |
| 30D | -27.2% | -4.1% | -23.1% | -24.6% |
| 3M | -34.0% | -5.6% | -28.4% | -31.1% |
| 6M | -39.7% | +2.8% | -42.6% | -39.6% |
| YTD | +68.1% | +16.6% | +51.5% | +57.9% |
| 1Y | +66.3% | +21.1% | +45.2% | +53.2% |
| 3Y | +754.4% | +61.1% | +693.3% | +571.0% |
| 5Y | +595.8% | +76.6% | +519.2% | +420.6% |
| 10Y | +660.4% | +431.3% | +229.1% | +226.4% |
| All | +11,005.7% | +18,783.2% | -7,777.5% | +1,054.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling