-65.2%
AAL vs WPM
+545.0%
-610.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.3% |
| 7D | -0.9% | -3.6% | +2.7% | -0.5% |
| 30D | -16.0% | +12.5% | -28.4% | -17.1% |
| 3M | -4.2% | +40.6% | -44.9% | -7.9% |
| 6M | +15.7% | +0.5% | +15.1% | +14.7% |
| YTD | -16.2% | +29.0% | -45.2% | -19.0% |
| 1Y | +0.2% | +43.8% | -43.6% | -4.3% |
| 3Y | -8.1% | +266.3% | -274.4% | -20.5% |
| 5Y | -32.2% | +255.1% | -287.3% | -42.1% |
| All | -65.2% | +545.0% | -610.2% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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