-68.6%
AAL vs WSM
+1,131.4%
-1,200.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.5% | -1.6% |
| 7D | -0.1% | 0.0% | -0.1% | 0.0% |
| 30D | +11.7% | +5.1% | +6.6% | +9.9% |
| 3M | -12.5% | +5.1% | -17.7% | -14.0% |
| 6M | +3.6% | +48.6% | -45.0% | -10.0% |
| YTD | -14.1% | +44.2% | -58.3% | -24.5% |
| 1Y | +0.8% | +38.1% | -37.3% | -10.1% |
| 3Y | +11.8% | +257.2% | -245.4% | -31.2% |
| 5Y | -35.1% | +165.1% | -200.2% | -58.0% |
| All | -68.6% | +1,131.4% | -1,200.0% | -88.1% |
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