+22.6%
AAL vs WDAY
+307.5%
-284.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.4% | +6.6% | +2.7% |
| 7D | -3.7% | -4.4% | +0.6% | -2.6% |
| 30D | -20.8% | +14.7% | -35.5% | -24.5% |
| 3M | -1.3% | +32.4% | -33.6% | -10.5% |
| 6M | +5.4% | +36.9% | -31.5% | -7.2% |
| YTD | -14.4% | -8.8% | -5.5% | -14.8% |
| 1Y | +2.1% | -15.3% | +17.4% | +3.4% |
| 3Y | -10.6% | -21.2% | +10.6% | -9.3% |
| 5Y | -32.2% | -29.5% | -2.7% | -31.3% |
| 10Y | -62.7% | +120.0% | -182.7% | -73.6% |
| All | +22.6% | +307.5% | -284.9% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling