-22.2%
AAL vs WFC
+418.9%
-441.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.8% | +5.6% | +6.1% |
| 7D | +8.3% | +0.1% | +8.1% | +8.4% |
| 30D | +11.0% | +2.9% | +8.0% | +8.9% |
| 3M | -11.2% | -1.4% | -9.7% | -10.4% |
| 6M | +6.1% | +14.3% | -8.3% | -4.1% |
| YTD | -7.6% | -6.2% | -1.4% | -4.5% |
| 1Y | +3.7% | +1.6% | +2.1% | +1.2% |
| 3Y | +20.5% | +126.9% | -106.4% | -35.3% |
| 5Y | -36.4% | +94.0% | -130.3% | -62.2% |
| 10Y | -65.4% | +134.0% | -199.5% | -82.4% |
| All | -22.2% | +418.9% | -441.1% | -80.2% |
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