-6.2%
AAL vs WDAY
-21.0%
+14.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.4% | +6.6% | +2.3% |
| 7D | -3.7% | -4.4% | +0.6% | -2.9% |
| 30D | -20.8% | +14.7% | -35.5% | -23.6% |
| 3M | -1.3% | +32.4% | -33.6% | -8.5% |
| 6M | +5.4% | +36.9% | -31.5% | -3.8% |
| YTD | -14.4% | -8.8% | -5.5% | -10.5% |
| 1Y | +2.1% | -15.3% | +17.4% | +8.9% |
| All | -6.2% | -21.0% | +14.8% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling