-22.5%
AAL vs WWD
+2,682.3%
-2,704.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.6% |
| 7D | +10.1% | +0.4% | +9.6% | +9.7% |
| 30D | +10.6% | -0.4% | +11.0% | +10.3% |
| 3M | -5.9% | -6.1% | +0.2% | -2.9% |
| 6M | +5.7% | -9.5% | +15.2% | +11.0% |
| YTD | -8.0% | +10.8% | -18.8% | -16.7% |
| 1Y | +6.0% | +23.5% | -17.5% | -11.7% |
| 3Y | +19.6% | +151.3% | -131.7% | -41.4% |
| 5Y | -34.6% | +187.8% | -222.4% | -71.3% |
| 10Y | -65.5% | +461.1% | -526.6% | -90.6% |
| All | -22.5% | +2,682.3% | -2,704.8% | -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