-27.8%
AAL vs WSM
+1,840.8%
-1,868.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.2% |
| 7D | -3.7% | -3.3% | -0.5% | -2.2% |
| 30D | -20.8% | -8.4% | -12.4% | -17.4% |
| 3M | -1.3% | +9.7% | -10.9% | -5.3% |
| 6M | +5.4% | +16.7% | -11.3% | -1.7% |
| YTD | -14.4% | +28.7% | -43.0% | -23.9% |
| 1Y | +2.1% | +13.7% | -11.6% | -4.4% |
| 3Y | -10.6% | +230.1% | -240.6% | -53.7% |
| 5Y | -32.2% | +179.0% | -211.2% | -64.1% |
| 10Y | -62.7% | +1,002.5% | -1,065.2% | -92.3% |
| All | -27.8% | +1,840.8% | -1,868.6% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling