-15.5%
WDAY vs AVAV
+1.8%
-17.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | -5.3% | +9.9% | -15.2% | -5.8% |
| 30D | +1.5% | -5.4% | +7.0% | +1.7% |
| 3M | +5.5% | -36.5% | +42.0% | +8.1% |
| 6M | +57.4% | -25.3% | +82.7% | +58.9% |
| YTD | -11.0% | -48.6% | +37.6% | -8.8% |
| 1Y | -15.8% | -62.1% | +46.3% | -12.5% |
| All | -15.5% | +1.8% | -17.3% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling