-27.6%
AAL vs WPM
+3,744.2%
-3,771.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -0.1% | -3.6% | +3.5% | +0.2% |
| 30D | +11.7% | +1.4% | +10.3% | +11.6% |
| 3M | -12.5% | -0.2% | -12.4% | -12.6% |
| 6M | +3.6% | -7.3% | +10.9% | +3.9% |
| YTD | -14.1% | +12.3% | -26.4% | -15.2% |
| 1Y | +0.8% | +24.9% | -24.1% | -1.2% |
| 3Y | +11.8% | +210.4% | -198.6% | +2.7% |
| 5Y | -35.1% | +210.4% | -245.4% | -40.8% |
| 10Y | -68.3% | +731.7% | -799.9% | -73.0% |
| All | -27.6% | +3,744.2% | -3,771.8% | -49.9% |
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