-65.4%
AAL vs WMB
+300.4%
-365.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -3.7% | +0.6% | -4.3% | -4.1% |
| 30D | -20.8% | +3.3% | -24.1% | -22.4% |
| 3M | -1.3% | +3.1% | -4.4% | -3.9% |
| 6M | +5.4% | -0.7% | +6.1% | +3.9% |
| YTD | -14.4% | +25.2% | -39.5% | -26.2% |
| 1Y | +2.1% | +32.9% | -30.8% | -15.7% |
| 3Y | -10.6% | +140.6% | -151.1% | -49.8% |
| 5Y | -32.2% | +273.5% | -305.7% | -71.8% |
| All | -65.4% | +300.4% | -365.7% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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