+20.5%
AAL vs WWD
+157.3%
-136.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.9% | +2.5% | +5.2% |
| 7D | +8.3% | +4.2% | +4.1% | +6.2% |
| 30D | +11.0% | -0.8% | +11.7% | +11.1% |
| 3M | -11.2% | -8.2% | -3.0% | -8.1% |
| 6M | +6.1% | -9.8% | +15.9% | +10.0% |
| YTD | -7.6% | +10.4% | -18.0% | -12.6% |
| 1Y | +3.7% | +25.5% | -21.7% | -7.7% |
| 3Y | +20.5% | +155.8% | -135.3% | -18.2% |
| All | +20.5% | +157.3% | -136.8% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling