-29.5%
AAL vs WBD
+359.1%
-388.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -69.1% | +17.1% | -86.1% | -78.0% |
| 7D | -69.1% | +17.1% | -86.1% | -78.0% |
| 30D | -69.1% | +17.1% | -86.1% | -78.0% |
| 3M | -69.1% | +17.1% | -86.1% | -78.0% |
| 6M | -69.1% | +17.1% | -86.1% | -78.0% |
| YTD | -69.1% | +17.1% | -86.1% | -78.0% |
| 1Y | -69.1% | +17.1% | -86.1% | -78.0% |
| 3Y | -69.1% | +17.1% | -86.1% | -78.0% |
| 5Y | -69.1% | +17.1% | -86.1% | -78.0% |
| 10Y | -64.9% | +11.8% | -76.6% | -74.3% |
| All | -29.5% | +359.1% | -388.5% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling