+17,845.4%
WDC vs AME
+18,709.1%
-863.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.5% | +4.4% | +5.0% |
| 7D | +1.7% | +0.6% | +1.1% | +1.4% |
| 30D | -10.0% | -6.7% | -3.3% | -6.1% |
| 3M | -18.8% | +4.1% | -22.8% | -19.9% |
| 6M | +79.0% | +1.6% | +77.5% | +80.1% |
| YTD | +171.6% | +16.1% | +155.4% | +153.7% |
| 1Y | +417.4% | +27.3% | +390.1% | +357.0% |
| 3Y | +1,251.8% | +50.9% | +1,200.9% | +991.1% |
| 5Y | +911.7% | +81.4% | +830.3% | +639.5% |
| 10Y | +1,399.6% | +417.0% | +982.7% | +546.4% |
| All | +17,845.4% | +18,709.1% | -863.7% | +1,753.5% |
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