+7.7%
AAL vs W
+21.5%
-13.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +11.0% | -4.7% | +2.7% |
| 7D | +8.3% | +8.4% | 0.0% | +5.4% |
| 30D | +6.2% | +16.5% | -10.3% | +0.9% |
| 3M | -17.7% | +6.4% | -24.1% | -19.9% |
| 6M | +15.4% | +90.5% | -75.1% | -10.1% |
| YTD | -11.1% | +23.1% | -34.1% | -24.4% |
| 1Y | +7.7% | +24.3% | -16.5% | -8.7% |
| All | +7.7% | +21.5% | -13.7% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling