-32.2%
AAL vs WBD
+5.3%
-37.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -0.9% | -0.6% | -0.3% | -0.7% |
| 30D | -16.0% | +4.2% | -20.1% | -17.1% |
| 3M | -4.2% | +7.5% | -11.8% | -6.8% |
| 6M | +15.7% | +1.6% | +14.1% | +14.9% |
| YTD | -16.2% | -2.2% | -14.0% | -15.7% |
| 1Y | +0.2% | +124.9% | -124.6% | -26.4% |
| 3Y | -8.1% | +149.1% | -157.2% | -39.7% |
| 5Y | -32.2% | +7.8% | -40.0% | -42.5% |
| All | -32.2% | +5.3% | -37.5% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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