-27.6%
AAL vs WAT
+996.0%
-1,023.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.3% |
| 7D | +4.6% | -1.1% | +5.7% | +5.3% |
| 30D | +2.6% | +5.0% | -2.4% | -0.7% |
| 3M | -17.8% | +14.5% | -32.3% | -25.1% |
| 6M | +1.9% | +30.9% | -29.1% | -15.8% |
| YTD | -14.0% | +20.5% | -34.5% | -26.3% |
| 1Y | +0.2% | +23.3% | -23.1% | -15.5% |
| 3Y | +13.0% | +81.5% | -68.4% | -32.6% |
| 5Y | -39.6% | +33.4% | -73.0% | -57.2% |
| 10Y | -65.7% | +231.5% | -297.2% | -88.7% |
| All | -27.6% | +996.0% | -1,023.6% | -91.0% |
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