-7.7%
AAL vs WSM
+239.4%
-247.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -0.3% | +2.6% | -2.9% | -1.4% |
| 30D | -19.0% | -9.5% | -9.5% | -15.5% |
| 3M | -5.1% | +12.9% | -18.0% | -9.3% |
| 6M | +15.5% | +23.0% | -7.6% | +6.6% |
| YTD | -15.8% | +28.9% | -44.7% | -23.4% |
| 1Y | -0.3% | +13.7% | -14.0% | -5.6% |
| 3Y | -7.7% | +232.6% | -240.3% | -31.2% |
| All | -7.7% | +239.4% | -247.1% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling