-68.6%
AAL vs WAT
+222.4%
-291.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.8% |
| 7D | -0.1% | +0.6% | -0.7% | -0.2% |
| 30D | +11.7% | +5.4% | +6.3% | +8.8% |
| 3M | -12.5% | +11.3% | -23.9% | -17.4% |
| 6M | +3.6% | +37.4% | -33.8% | -13.1% |
| YTD | -14.1% | +21.2% | -35.3% | -24.0% |
| 1Y | +0.8% | +21.3% | -20.6% | -11.0% |
| 3Y | +11.8% | +83.4% | -71.6% | -26.4% |
| 5Y | -35.1% | +29.0% | -64.1% | -48.9% |
| All | -68.6% | +222.4% | -291.0% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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