-40.8%
AAL vs WAT
+32.4%
-73.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | +4.6% | -1.1% | +5.7% | +5.1% |
| 30D | +2.6% | +5.0% | -2.4% | +0.4% |
| 3M | -17.8% | +14.5% | -32.3% | -22.7% |
| 6M | +1.9% | +30.9% | -29.1% | -10.4% |
| YTD | -14.0% | +20.5% | -34.5% | -22.3% |
| 1Y | +0.2% | +23.3% | -23.1% | -10.5% |
| 3Y | +13.0% | +81.5% | -68.4% | -19.9% |
| All | -40.8% | +32.4% | -73.1% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling