-27.8%
AAL vs WWD
+2,783.0%
-2,810.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.5% |
| 7D | -3.7% | +1.3% | -5.0% | -4.6% |
| 30D | -20.8% | -7.2% | -13.6% | -16.9% |
| 3M | -1.3% | -3.8% | +2.6% | +0.3% |
| 6M | +5.4% | -9.9% | +15.3% | +11.4% |
| YTD | -14.4% | +14.8% | -29.2% | -23.8% |
| 1Y | +2.1% | +42.1% | -40.0% | -22.2% |
| 3Y | -10.6% | +170.8% | -181.4% | -58.1% |
| 5Y | -32.2% | +197.5% | -229.7% | -70.7% |
| 10Y | -62.7% | +477.8% | -540.5% | -90.0% |
| All | -27.8% | +2,783.0% | -2,810.8% | -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 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