-22.2%
AAL vs WWD
+2,672.2%
-2,694.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.9% | +2.5% | +4.2% |
| 7D | +8.3% | +4.2% | +4.1% | +5.2% |
| 30D | +11.0% | -0.8% | +11.7% | +11.0% |
| 3M | -11.2% | -8.2% | -3.0% | -6.8% |
| 6M | +6.1% | -9.8% | +15.9% | +11.7% |
| YTD | -7.6% | +10.4% | -18.0% | -16.2% |
| 1Y | +3.7% | +25.5% | -21.7% | -14.6% |
| 3Y | +20.5% | +155.8% | -135.3% | -41.7% |
| 5Y | -36.4% | +187.3% | -223.7% | -72.1% |
| 10Y | -65.4% | +462.7% | -528.1% | -90.6% |
| All | -22.2% | +2,672.2% | -2,694.4% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling