+6,156.2%
WDC vs AAL
-33.8%
+6,190.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.2% | +4.6% | +5.6% |
| 7D | +1.7% | -3.7% | +5.5% | +2.7% |
| 30D | -10.0% | -20.8% | +10.8% | -4.8% |
| 3M | -18.8% | -1.3% | -17.5% | -18.9% |
| 6M | +79.0% | +5.4% | +73.7% | +75.7% |
| YTD | +171.6% | -14.4% | +185.9% | +178.8% |
| 1Y | +417.4% | +2.1% | +415.3% | +407.5% |
| 3Y | +1,251.8% | -10.6% | +1,262.3% | +1,216.8% |
| 5Y | +911.7% | -32.2% | +943.9% | +928.6% |
| 10Y | +1,399.6% | -62.7% | +1,462.4% | +1,469.7% |
| All | +6,156.2% | -33.8% | +6,190.1% | +4,223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling