-68.3%
AAL vs WCN
+322.0%
-390.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -6.0% |
| 7D | +2.9% | +1.2% | +1.8% | +2.4% |
| 30D | +6.5% | +26.4% | -20.0% | -3.3% |
| 3M | -10.9% | +17.5% | -28.4% | -16.7% |
| 6M | +4.9% | +28.7% | -23.9% | -6.2% |
| YTD | -13.2% | +11.5% | -24.7% | -17.9% |
| 1Y | -1.1% | +15.9% | -17.0% | -8.2% |
| 3Y | +12.8% | +51.6% | -38.8% | -10.4% |
| 5Y | -34.4% | +47.9% | -82.3% | -48.1% |
| All | -68.3% | +322.0% | -390.2% | -86.6% |
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