-32.5%
AAL vs WFC
+125.2%
-157.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -0.1% |
| 7D | -0.3% | +1.1% | -1.4% | -1.1% |
| 30D | -19.0% | +0.8% | -19.8% | -19.6% |
| 3M | -5.1% | +9.3% | -14.3% | -11.1% |
| 6M | +15.5% | +10.6% | +4.8% | +6.1% |
| YTD | -15.8% | -4.1% | -11.7% | -14.1% |
| 1Y | -0.3% | +13.6% | -13.9% | -10.6% |
| 3Y | -7.7% | +130.7% | -138.4% | -52.1% |
| 5Y | -32.5% | +126.7% | -159.2% | -63.5% |
| All | -32.5% | +125.2% | -157.7% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling