-22.5%
AAL vs WCC
+921.7%
-944.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +10.1% | -9.9% | +20.0% | +16.1% |
| 30D | +10.6% | -13.4% | +24.0% | +18.4% |
| 3M | -5.9% | -13.5% | +7.5% | -0.2% |
| 6M | +5.7% | -10.6% | +16.3% | +8.3% |
| YTD | -8.0% | +30.1% | -38.0% | -26.5% |
| 1Y | +6.0% | +22.3% | -16.3% | -12.2% |
| 3Y | +19.6% | +130.3% | -110.7% | -39.2% |
| 5Y | -34.6% | +144.5% | -179.1% | -70.5% |
| 10Y | -65.5% | +431.8% | -497.3% | -91.9% |
| All | -22.5% | +921.7% | -944.1% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling