+923.3%
WM vs AEE
+813.9%
+109.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | -2.4% | -2.3% | -0.1% | -1.4% |
| 3M | +0.4% | +0.2% | +0.2% | +0.3% |
| 6M | -9.5% | -4.7% | -4.7% | -7.7% |
| YTD | +0.5% | +8.1% | -7.6% | -3.2% |
| 1Y | -1.1% | +8.5% | -9.6% | -5.0% |
| 3Y | +46.0% | +48.9% | -2.9% | +20.4% |
| 5Y | +51.8% | +39.9% | +11.9% | +27.8% |
| 10Y | +307.5% | +186.5% | +121.0% | +145.2% |
| All | +923.3% | +813.9% | +109.5% | +270.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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