-68.6%
AAL vs WDAY
+136.5%
-205.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -2.0% |
| 7D | -0.1% | +1.8% | -1.9% | -0.7% |
| 30D | +11.7% | +4.1% | +7.6% | +10.3% |
| 3M | -12.5% | -4.8% | -7.7% | -11.8% |
| 6M | +3.6% | +68.6% | -65.0% | -14.8% |
| YTD | -14.1% | -8.5% | -5.6% | -14.6% |
| 1Y | +0.8% | -12.1% | +12.9% | +1.2% |
| 3Y | +11.8% | -13.2% | +25.0% | +10.0% |
| 5Y | -35.1% | -33.7% | -1.4% | -33.1% |
| All | -68.6% | +136.5% | -205.1% | -78.5% |
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