-34.4%
AAL vs WSM
+165.0%
-199.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.5% | -1.1% | -3.6% |
| 7D | +2.9% | -3.2% | +6.1% | +4.5% |
| 30D | +6.5% | +4.6% | +1.8% | +4.6% |
| 3M | -10.9% | +2.4% | -13.3% | -11.7% |
| 6M | +4.9% | +43.7% | -38.8% | -9.8% |
| YTD | -13.2% | +42.1% | -55.3% | -24.9% |
| 1Y | -1.1% | +32.3% | -33.4% | -12.0% |
| 3Y | +12.8% | +253.0% | -240.2% | -36.9% |
| 5Y | -34.4% | +161.3% | -195.7% | -63.7% |
| All | -34.4% | +165.0% | -199.4% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling