-65.5%
AAL vs WDAY
+121.2%
-186.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +10.1% | -4.6% | +14.6% | +11.6% |
| 30D | +10.6% | +1.2% | +9.3% | +10.0% |
| 3M | -5.9% | +2.6% | -8.5% | -7.7% |
| 6M | +5.7% | +47.8% | -42.1% | -9.3% |
| YTD | -8.0% | -12.1% | +4.1% | -7.4% |
| 1Y | +6.0% | -17.1% | +23.2% | +8.5% |
| 3Y | +19.6% | -17.9% | +37.5% | +19.7% |
| 5Y | -34.6% | -35.1% | +0.5% | -32.2% |
| 10Y | -65.5% | +130.1% | -195.6% | -75.9% |
| All | -65.5% | +121.2% | -186.7% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 10y: compounded portfolio wealth divided by compounded WDAY 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…
10y analysis · Full analysis span regression · 6 months rolling