-68.6%
AAL vs WFC
+117.8%
-186.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -0.1% | +2.5% | -2.6% | -2.0% |
| 30D | +11.7% | +7.0% | +4.7% | +6.0% |
| 3M | -12.5% | -1.8% | -10.8% | -11.5% |
| 6M | +3.6% | +18.4% | -14.8% | -10.2% |
| YTD | -14.1% | -5.6% | -8.5% | -11.4% |
| 1Y | +0.8% | +3.9% | -3.1% | -4.1% |
| 3Y | +11.8% | +126.3% | -114.5% | -46.0% |
| 5Y | -35.1% | +91.1% | -126.2% | -64.6% |
| All | -68.6% | +117.8% | -186.4% | -86.2% |
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