-35.2%
AAL vs WCN
+48.0%
-83.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.1% | +2.6% | -2.7% | -0.8% |
| 30D | +11.7% | +23.9% | -12.2% | +4.8% |
| 3M | -12.5% | +17.4% | -30.0% | -16.7% |
| 6M | +3.6% | +28.0% | -24.4% | -4.4% |
| YTD | -14.1% | +11.6% | -25.6% | -17.2% |
| 1Y | +0.8% | +16.9% | -16.1% | -4.6% |
| 3Y | +11.8% | +51.6% | -39.8% | -9.3% |
| All | -35.2% | +48.0% | -83.2% | -48.0% |
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