-22.5%
AAL vs WFC
+420.8%
-443.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.4% | -1.3% | +4.7% | +4.5% |
| 30D | +11.7% | +3.6% | +8.1% | +9.1% |
| 3M | -7.8% | -1.3% | -6.5% | -7.1% |
| 6M | +10.2% | +18.0% | -7.7% | -2.6% |
| YTD | -8.0% | -5.9% | -2.2% | -5.1% |
| 1Y | +8.5% | +1.8% | +6.8% | +5.7% |
| 3Y | +19.5% | +125.0% | -105.5% | -35.5% |
| 5Y | -33.9% | +92.0% | -125.9% | -60.4% |
| 10Y | -66.0% | +117.9% | -183.9% | -81.8% |
| All | -22.5% | +420.8% | -443.3% | -80.3% |
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