-65.5%
AAL vs WAT
+228.2%
-293.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.2% |
| 7D | +10.1% | +3.4% | +6.7% | +8.4% |
| 30D | +10.6% | +9.6% | +1.0% | +5.4% |
| 3M | -5.9% | +15.5% | -21.4% | -12.9% |
| 6M | +5.7% | +33.9% | -28.2% | -10.2% |
| YTD | -8.0% | +25.2% | -33.2% | -19.9% |
| 1Y | +6.0% | +26.3% | -20.3% | -8.3% |
| 3Y | +19.6% | +85.8% | -66.2% | -21.7% |
| 5Y | -34.6% | +35.3% | -69.9% | -49.9% |
| 10Y | -65.5% | +231.8% | -297.3% | -84.1% |
| All | -65.5% | +228.2% | -293.7% | -84.1% |
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