-27.8%
AAL vs WCC
+1,032.2%
-1,060.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.9% | -2.6% | -1.1% |
| 7D | -3.7% | +4.5% | -8.2% | -6.3% |
| 30D | -20.8% | -5.8% | -15.0% | -18.3% |
| 3M | -1.3% | -3.7% | +2.4% | -0.7% |
| 6M | +5.4% | +23.1% | -17.7% | -9.7% |
| YTD | -14.4% | +44.2% | -58.5% | -34.1% |
| 1Y | +2.1% | +62.1% | -60.0% | -27.7% |
| 3Y | -10.6% | +121.1% | -131.7% | -52.3% |
| 5Y | -32.2% | +214.0% | -246.2% | -73.3% |
| 10Y | -62.7% | +472.8% | -535.5% | -91.6% |
| All | -27.8% | +1,032.2% | -1,060.0% | -90.5% |
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 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