-34.1%
WDAY vs AVAV
+18.1%
-52.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +10.5% | -14.1% | -4.8% |
| 7D | -2.5% | -10.6% | +8.1% | -1.4% |
| 30D | +4.7% | -18.8% | +23.5% | +6.9% |
| 3M | +13.3% | -34.1% | +47.4% | +18.3% |
| 6M | +57.3% | -35.3% | +92.6% | +62.6% |
| YTD | -10.2% | -53.4% | +43.2% | -4.8% |
| 1Y | -14.1% | -65.6% | +51.6% | -5.3% |
| 3Y | -11.7% | -5.1% | -6.6% | -23.0% |
| All | -34.1% | +18.1% | -52.3% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling