-65.1%
AAL vs WAT
+156.2%
-221.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | 0.0% |
| 7D | -1.3% | -1.8% | +0.5% | -0.4% |
| 30D | -13.7% | -1.7% | -12.0% | -13.0% |
| 3M | -8.2% | +9.1% | -17.2% | -12.5% |
| 6M | +13.1% | +32.4% | -19.3% | -3.7% |
| YTD | -15.6% | +6.6% | -22.2% | -20.0% |
| 1Y | +1.4% | +34.7% | -33.3% | -15.8% |
| 3Y | -7.4% | +53.6% | -61.0% | -32.6% |
| 5Y | -35.9% | -4.1% | -31.9% | -40.1% |
| 10Y | -65.1% | +167.9% | -233.0% | -82.9% |
| All | -65.1% | +156.2% | -221.3% | -82.9% |
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