-36.1%
AAL vs WCN
+28.6%
-64.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.4% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | -19.0% | -2.1% | -16.9% | -18.6% |
| 3M | -5.1% | +6.4% | -11.4% | -7.1% |
| 6M | +15.5% | -3.7% | +19.2% | +16.3% |
| YTD | -15.8% | -6.4% | -9.4% | -14.6% |
| 1Y | -0.3% | -7.9% | +7.6% | +1.6% |
| 3Y | -7.7% | +20.8% | -28.5% | -18.0% |
| All | -36.1% | +28.6% | -64.6% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling