+306.4%
WM vs AEHR
+3,309.5%
-3,003.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +13.1% | -14.3% | -1.3% |
| 7D | -0.3% | +6.7% | -7.0% | -0.4% |
| 30D | -2.4% | -12.7% | +10.3% | -2.3% |
| 3M | +0.4% | -26.0% | +26.4% | +0.5% |
| 6M | -9.5% | +102.2% | -111.7% | -10.8% |
| YTD | +0.5% | +327.2% | -326.7% | -2.3% |
| 1Y | -1.1% | +228.1% | -229.2% | -3.7% |
| 3Y | +46.0% | +67.0% | -21.0% | +42.3% |
| 5Y | +51.8% | +928.1% | -876.3% | +39.1% |
| All | +306.4% | +3,309.5% | -3,003.0% | +243.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 10y: compounded portfolio wealth divided by compounded AEHR 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…
10y analysis · Full analysis span regression · 6 months rolling