-27.8%
AAL vs WBD
+319.0%
-346.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.4% |
| 7D | -3.7% | -1.8% | -1.9% | -2.9% |
| 30D | -20.8% | +8.8% | -29.6% | -24.1% |
| 3M | -1.3% | +4.6% | -5.9% | -3.8% |
| 6M | +5.4% | +1.1% | +4.3% | +4.5% |
| YTD | -14.4% | -2.0% | -12.4% | -13.8% |
| 1Y | +2.1% | +140.0% | -137.9% | -37.1% |
| 3Y | -10.6% | +144.4% | -154.9% | -51.7% |
| 5Y | -32.2% | -0.2% | -32.0% | -46.7% |
| 10Y | -62.7% | +9.1% | -71.8% | -77.1% |
| All | -27.8% | +319.0% | -346.8% | -81.5% |
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 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