-27.8%
AAL vs WEC
+944.4%
-972.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.6% |
| 7D | -3.7% | -0.3% | -3.5% | -3.6% |
| 30D | -20.8% | -1.3% | -19.5% | -20.3% |
| 3M | -1.3% | -3.9% | +2.6% | +0.6% |
| 6M | +5.4% | -8.3% | +13.7% | +10.1% |
| YTD | -14.4% | +3.1% | -17.4% | -16.7% |
| 1Y | +2.1% | +1.9% | +0.2% | -0.3% |
| 3Y | -10.6% | +41.9% | -52.5% | -30.4% |
| 5Y | -32.2% | +30.8% | -63.0% | -46.6% |
| 10Y | -62.7% | +141.9% | -204.6% | -85.2% |
| All | -27.8% | +944.4% | -972.2% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling