+113.2%
WDC vs AAL
+4.4%
+108.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +6.3% | -13.1% | -8.9% |
| 7D | -18.3% | +8.3% | -26.7% | -20.8% |
| 30D | -26.7% | +6.2% | -32.9% | -28.5% |
| 3M | -40.9% | -17.7% | -23.3% | -36.8% |
| 6M | -26.8% | +15.4% | -42.2% | -32.3% |
| YTD | +88.2% | -11.1% | +99.3% | +77.1% |
| 1Y | +113.2% | +7.7% | +105.4% | +92.9% |
| All | +113.2% | +4.4% | +108.8% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 1y: compounded portfolio wealth divided by compounded AAL 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…
1y analysis · Full analysis span regression · 6 months rolling