-65.2%
AAL vs WCN
+235.2%
-300.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | -0.9% | -4.4% | +3.5% | +0.9% |
| 30D | -16.0% | -4.4% | -11.5% | -14.5% |
| 3M | -4.2% | +0.5% | -4.7% | -4.9% |
| 6M | +15.7% | -3.3% | +18.9% | +16.2% |
| YTD | -16.2% | -8.5% | -7.7% | -14.0% |
| 1Y | +0.2% | -8.9% | +9.2% | +2.7% |
| 3Y | -8.1% | +18.0% | -26.1% | -18.8% |
| 5Y | -32.2% | +25.0% | -57.2% | -42.7% |
| All | -65.2% | +235.2% | -300.5% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling