-18.3%
WDAY vs AVTR
+17.0%
-35.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -10.5% | -2.0% | -8.5% | -10.1% |
| 30D | +2.1% | +8.1% | -6.0% | +0.2% |
| 3M | +34.6% | +54.2% | -19.6% | +22.5% |
| 6M | +29.9% | +82.6% | -52.7% | +14.3% |
| YTD | -13.8% | +29.8% | -43.7% | -20.4% |
| 1Y | -18.3% | +18.0% | -36.3% | -21.1% |
| All | -18.3% | +17.0% | -35.3% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 1y: compounded portfolio wealth divided by compounded AVTR 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…
1y analysis · Full analysis span regression · 6 months rolling