-31.4%
AAL vs WWD
+198.1%
-229.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.6% |
| 7D | -3.7% | +1.3% | -5.0% | -4.4% |
| 30D | -20.8% | -7.2% | -13.6% | -17.5% |
| 3M | -1.3% | -3.8% | +2.6% | 0.0% |
| 6M | +5.4% | -9.9% | +15.3% | +10.5% |
| YTD | -14.4% | +14.8% | -29.2% | -22.3% |
| 1Y | +2.1% | +42.1% | -40.0% | -19.1% |
| 3Y | -10.6% | +170.8% | -181.4% | -55.5% |
| All | -31.4% | +198.1% | -229.4% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling