-27.8%
AAL vs WCN
+1,769.2%
-1,797.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +2.1% |
| 7D | -3.7% | -0.6% | -3.1% | -3.3% |
| 30D | -20.8% | +0.4% | -21.2% | -21.2% |
| 3M | -1.3% | +7.3% | -8.6% | -7.6% |
| 6M | +5.4% | -2.5% | +7.9% | +5.3% |
| YTD | -14.4% | -5.4% | -9.0% | -13.0% |
| 1Y | +2.1% | -8.5% | +10.6% | +5.6% |
| 3Y | -10.6% | +20.8% | -31.4% | -29.8% |
| 5Y | -32.2% | +30.0% | -62.2% | -51.9% |
| 10Y | -62.7% | +238.4% | -301.1% | -90.5% |
| All | -27.8% | +1,769.2% | -1,797.1% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling