-40.1%
WDC vs AAL
+3.9%
-44.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.1% | -3.9% | -4.6% |
| 7D | +12.1% | -0.1% | +12.2% | +12.1% |
| 30D | -18.8% | +11.7% | -30.5% | -21.4% |
| 3M | -39.3% | -12.5% | -26.8% | -36.6% |
| 6M | -40.1% | +3.6% | -43.7% | -42.9% |
| All | -40.1% | +3.9% | -44.1% | -42.9% |
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 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