+125.4%
WDAY vs AVAV
+361.4%
-236.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +10.5% | -14.1% | -5.2% |
| 7D | -2.5% | -10.6% | +8.1% | -1.1% |
| 30D | +4.7% | -18.8% | +23.5% | +7.6% |
| 3M | +13.3% | -34.1% | +47.4% | +19.9% |
| 6M | +57.3% | -35.3% | +92.6% | +64.2% |
| YTD | -10.2% | -53.4% | +43.2% | -3.1% |
| 1Y | -14.1% | -65.6% | +51.6% | -2.6% |
| 3Y | -11.7% | -5.1% | -6.6% | -23.0% |
| 5Y | -33.5% | +18.5% | -52.0% | -47.3% |
| All | +125.4% | +361.4% | -236.0% | +32.7% |
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