-65.1%
AAL vs WFC
+138.6%
-203.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -1.3% |
| 7D | -1.3% | +0.4% | -1.7% | -1.7% |
| 30D | -13.7% | +2.5% | -16.2% | -15.6% |
| 3M | -8.2% | +10.0% | -18.1% | -15.1% |
| 6M | +13.1% | +15.1% | -1.9% | -0.3% |
| YTD | -15.6% | -2.2% | -13.4% | -15.3% |
| 1Y | +1.4% | +13.5% | -12.0% | -10.1% |
| 3Y | -7.4% | +135.2% | -142.7% | -56.3% |
| 5Y | -35.9% | +128.3% | -164.3% | -69.9% |
| 10Y | -65.1% | +142.4% | -207.5% | -85.1% |
| All | -65.1% | +138.6% | -203.7% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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