-36.3%
WDC vs AAL
+5.2%
-41.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -19.7% |
| 3M | -31.4% | -10.9% | -20.6% | -28.9% |
| 6M | -36.3% | +4.9% | -41.2% | -39.0% |
| All | -36.3% | +5.2% | -41.5% | -39.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling