+6.4%
AAL vs W
+8.7%
-2.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.6% | +2.8% | +5.9% |
| 7D | +8.3% | +3.3% | +5.0% | +7.1% |
| 30D | +11.0% | +10.5% | +0.4% | +7.3% |
| 3M | -11.2% | +9.6% | -20.8% | -14.1% |
| 6M | +6.1% | +76.4% | -70.3% | -15.4% |
| YTD | -7.6% | +16.4% | -24.0% | -20.5% |
| All | +6.4% | +8.7% | -2.3% | -4.5% |
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