-27.8%
AAL vs WAT
+880.6%
-908.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.9% |
| 7D | -3.7% | -1.3% | -2.5% | -2.9% |
| 30D | -20.8% | +2.3% | -23.2% | -22.1% |
| 3M | -1.3% | +8.7% | -10.0% | -7.1% |
| 6M | +5.4% | +28.3% | -22.9% | -12.2% |
| YTD | -14.4% | +7.8% | -22.1% | -20.8% |
| 1Y | +2.1% | +36.6% | -34.5% | -20.2% |
| 3Y | -10.6% | +45.7% | -56.2% | -38.1% |
| 5Y | -32.2% | -3.3% | -28.9% | -40.0% |
| 10Y | -62.7% | +162.1% | -224.8% | -85.6% |
| All | -27.8% | +880.6% | -908.4% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling