-65.2%
AAL vs WSM
+1,058.9%
-1,124.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.1% |
| 7D | -0.9% | +0.4% | -1.4% | -1.1% |
| 30D | -16.0% | -10.7% | -5.2% | -12.3% |
| 3M | -4.2% | +8.5% | -12.7% | -6.8% |
| 6M | +15.7% | +19.6% | -4.0% | +8.7% |
| YTD | -16.2% | +26.6% | -42.8% | -22.8% |
| 1Y | +0.2% | +12.0% | -11.7% | -3.9% |
| 3Y | -8.1% | +226.6% | -234.7% | -41.9% |
| 5Y | -32.2% | +174.1% | -206.3% | -56.4% |
| All | -65.2% | +1,058.9% | -1,124.1% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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