-65.1%
AAL vs WWD
+479.8%
-544.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | -1.3% | +0.6% | -1.9% | -1.8% |
| 30D | -13.7% | -5.1% | -8.6% | -10.8% |
| 3M | -8.2% | -11.2% | +3.1% | -1.3% |
| 6M | +13.1% | -12.0% | +25.2% | +21.7% |
| YTD | -15.6% | +12.0% | -27.6% | -24.2% |
| 1Y | +1.4% | +42.8% | -41.4% | -24.5% |
| 3Y | -7.4% | +168.9% | -176.4% | -59.4% |
| 5Y | -35.9% | +192.2% | -228.1% | -74.3% |
| 10Y | -65.1% | +495.3% | -560.4% | -91.4% |
| All | -65.1% | +479.8% | -544.9% | -91.4% |
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