+3,858.1%
WDC vs AAL
-33.6%
+3,891.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.1% | -3.9% | -4.7% |
| 7D | +12.1% | -0.1% | +12.2% | +12.2% |
| 30D | -18.8% | +11.7% | -30.5% | -21.0% |
| 3M | -39.3% | -12.5% | -26.8% | -37.4% |
| 6M | -40.1% | +3.6% | -43.7% | -41.0% |
| YTD | +71.8% | -14.1% | +85.9% | +76.1% |
| 1Y | +88.5% | +0.8% | +87.7% | +85.7% |
| 3Y | +770.0% | +11.8% | +758.2% | +705.9% |
| 5Y | +549.0% | -35.1% | +584.1% | +567.7% |
| 10Y | +650.3% | -68.3% | +718.6% | +708.9% |
| All | +3,858.1% | -33.6% | +3,891.7% | +2,631.0% |
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 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