-65.1%
AAL vs WEC
+141.2%
-206.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.4% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | -13.7% | +0.9% | -14.6% | -14.0% |
| 3M | -8.2% | -5.3% | -2.8% | -7.1% |
| 6M | +13.1% | -6.6% | +19.7% | +14.7% |
| YTD | -15.6% | +3.3% | -18.9% | -16.5% |
| 1Y | +1.4% | +2.1% | -0.7% | +0.5% |
| 3Y | -7.4% | +39.6% | -47.0% | -15.8% |
| 5Y | -35.9% | +31.2% | -67.1% | -41.3% |
| 10Y | -65.1% | +148.4% | -213.6% | -69.9% |
| All | -65.1% | +141.2% | -206.3% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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