-26.8%
AAL vs WPM
+3,754.5%
-3,781.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.8% | -2.8% | -5.4% |
| 7D | +2.9% | -0.5% | +3.4% | +3.0% |
| 30D | +6.5% | -3.1% | +9.6% | +6.7% |
| 3M | -10.9% | -2.2% | -8.7% | -10.8% |
| 6M | +4.9% | -7.4% | +12.3% | +5.1% |
| YTD | -13.2% | +12.6% | -25.8% | -14.3% |
| 1Y | -1.1% | +22.8% | -24.0% | -3.0% |
| 3Y | +12.8% | +213.6% | -200.9% | +3.5% |
| 5Y | -34.4% | +211.2% | -245.6% | -40.1% |
| 10Y | -67.9% | +733.9% | -801.8% | -72.7% |
| All | -26.8% | +3,754.5% | -3,781.3% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling