-65.5%
AAL vs WFC
+130.3%
-195.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +10.1% | +0.9% | +9.2% | +9.5% |
| 30D | +10.6% | +3.3% | +7.3% | +8.0% |
| 3M | -5.9% | -1.4% | -4.5% | -5.1% |
| 6M | +5.7% | +14.7% | -9.0% | -6.0% |
| YTD | -8.0% | -5.9% | -2.0% | -4.8% |
| 1Y | +6.0% | +1.8% | +4.2% | +2.6% |
| 3Y | +19.6% | +124.9% | -105.3% | -41.9% |
| 5Y | -34.6% | +92.7% | -127.3% | -64.6% |
| 10Y | -65.5% | +118.2% | -183.7% | -84.6% |
| All | -65.5% | +130.3% | -195.8% | -84.6% |
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