+123.9%
WDAY vs AVAV
+423.1%
-299.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.6% | -14.0% | -3.3% |
| 7D | -4.0% | +3.2% | -7.1% | -4.9% |
| 30D | +1.9% | -7.4% | +9.3% | +2.5% |
| 3M | +5.9% | -32.0% | +37.9% | +11.5% |
| 6M | +48.8% | -24.6% | +73.4% | +51.5% |
| YTD | -11.4% | -47.5% | +36.1% | -6.3% |
| 1Y | -15.5% | -61.5% | +46.0% | -6.0% |
| 3Y | -15.6% | +5.5% | -21.1% | -27.7% |
| 5Y | -35.2% | +35.7% | -70.9% | -49.9% |
| 10Y | +123.9% | +379.1% | -255.2% | +25.2% |
| All | +123.9% | +423.1% | -299.3% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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