-68.6%
AAL vs WWD
+439.4%
-507.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.6% |
| 7D | -0.1% | +4.0% | -4.0% | -2.6% |
| 30D | +11.7% | +0.4% | +11.3% | +10.8% |
| 3M | -12.5% | -7.9% | -4.6% | -8.2% |
| 6M | +3.6% | -10.6% | +14.3% | +9.9% |
| YTD | -14.1% | +9.4% | -23.5% | -22.2% |
| 1Y | +0.8% | +25.7% | -25.0% | -18.3% |
| 3Y | +11.8% | +148.5% | -136.7% | -48.4% |
| 5Y | -35.1% | +189.5% | -224.6% | -74.1% |
| All | -68.6% | +439.4% | -507.9% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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