-27.8%
AAL vs WFC
+442.9%
-470.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.6% |
| 7D | -3.7% | +3.8% | -7.5% | -6.3% |
| 30D | -20.8% | +1.5% | -22.3% | -21.7% |
| 3M | -1.3% | +10.9% | -12.1% | -8.5% |
| 6M | +5.4% | +8.4% | -3.1% | -1.6% |
| YTD | -14.4% | -1.9% | -12.5% | -14.2% |
| 1Y | +2.1% | +12.3% | -10.2% | -7.6% |
| 3Y | -10.6% | +132.3% | -142.9% | -52.9% |
| 5Y | -32.2% | +130.1% | -162.3% | -64.5% |
| 10Y | -62.7% | +134.4% | -197.1% | -81.1% |
| All | -27.8% | +442.9% | -470.7% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling