-25.7%
WDAY vs AVTR
-25.8%
+0.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.9% | -6.7% | -5.3% |
| 7D | -6.1% | +7.4% | -13.5% | -7.5% |
| 30D | +3.7% | +12.2% | -8.5% | +1.1% |
| 3M | +29.6% | +57.4% | -27.8% | +17.7% |
| 6M | +23.3% | +86.7% | -63.3% | +8.1% |
| YTD | -13.3% | +33.1% | -46.3% | -19.3% |
| 1Y | -19.6% | +16.1% | -35.8% | -24.2% |
| 3Y | -25.7% | -24.6% | -1.1% | -24.7% |
| All | -25.7% | -25.8% | +0.1% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling