+583.2%
WDC vs AAL
-37.6%
+620.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | +1.4% |
| 7D | +16.3% | +2.9% | +13.3% | +15.1% |
| 30D | -18.3% | +6.5% | -24.7% | -20.2% |
| 3M | -31.4% | -10.9% | -20.6% | -28.6% |
| 6M | -36.3% | +4.9% | -41.2% | -38.3% |
| YTD | +80.8% | -13.2% | +94.0% | +85.5% |
| 1Y | +87.7% | -1.1% | +88.8% | +83.1% |
| 3Y | +819.4% | +12.8% | +806.6% | +673.0% |
| 5Y | +583.2% | -34.4% | +617.6% | +552.5% |
| All | +583.2% | -37.6% | +620.8% | +552.5% |
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