+991.6%
WDC vs AAL
-32.3%
+1,023.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +7.5% | -1.3% | +8.8% | +8.0% |
| 30D | +10.1% | -13.7% | +23.8% | +16.0% |
| 3M | -6.8% | -8.2% | +1.3% | -4.7% |
| 6M | +84.1% | +13.1% | +71.0% | +73.4% |
| YTD | +180.3% | -15.6% | +195.8% | +190.9% |
| 1Y | +411.1% | +1.4% | +409.7% | +392.9% |
| 3Y | +1,375.0% | -7.4% | +1,382.4% | +1,250.7% |
| 5Y | +991.6% | -35.9% | +1,027.5% | +965.3% |
| All | +991.6% | -32.3% | +1,023.8% | +965.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling