+302.1%
WDAY vs AVAV
+507.3%
-205.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.6% | -5.1% |
| 7D | -4.4% | -2.2% | -2.1% | -4.0% |
| 30D | +14.7% | -13.9% | +28.7% | +17.4% |
| 3M | +32.4% | -29.2% | +61.6% | +38.4% |
| 6M | +36.9% | -36.1% | +73.0% | +44.4% |
| YTD | -8.8% | -40.2% | +31.4% | -4.5% |
| 1Y | -15.3% | -36.2% | +20.9% | -13.4% |
| 3Y | -21.2% | +47.5% | -68.7% | -37.0% |
| 5Y | -29.5% | +39.3% | -68.8% | -45.4% |
| 10Y | +120.0% | +482.6% | -362.5% | +13.2% |
| All | +302.1% | +507.3% | -205.1% | +119.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling