+271.8%
WPM vs AEE
+48.1%
+223.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +3.9% | +1.1% | +2.8% | +3.5% |
| 30D | +17.7% | 0.0% | +17.7% | +17.5% |
| 3M | +39.4% | -0.9% | +40.3% | +39.3% |
| 6M | +6.4% | -2.4% | +8.8% | +6.8% |
| YTD | +34.0% | +8.6% | +25.3% | +29.2% |
| 1Y | +50.5% | +10.2% | +40.4% | +44.4% |
| All | +271.8% | +48.1% | +223.6% | +218.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling