-32.5%
AAL vs WCC
+229.6%
-262.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.9% |
| 7D | -0.3% | +8.5% | -8.8% | -4.4% |
| 30D | -19.0% | -1.0% | -18.0% | -18.9% |
| 3M | -5.1% | +2.1% | -7.2% | -7.2% |
| 6M | +15.5% | +36.8% | -21.4% | -3.7% |
| YTD | -15.8% | +47.7% | -63.5% | -33.0% |
| 1Y | -0.3% | +66.5% | -66.8% | -26.0% |
| 3Y | -7.7% | +134.2% | -141.8% | -46.7% |
| 5Y | -32.5% | +231.6% | -264.2% | -72.5% |
| All | -32.5% | +229.6% | -262.2% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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