-31.1%
WDAY vs AVTR
-64.4%
+33.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.6% |
| 7D | -7.4% | +1.6% | -8.9% | -7.8% |
| 30D | +1.0% | +8.4% | -7.4% | -1.5% |
| 3M | +32.7% | +50.2% | -17.5% | +17.0% |
| 6M | +25.6% | +82.6% | -57.0% | +4.0% |
| YTD | -13.4% | +29.8% | -43.2% | -20.9% |
| 1Y | -19.4% | +16.0% | -35.3% | -25.6% |
| 3Y | -25.8% | -26.4% | +0.7% | -24.1% |
| 5Y | -31.1% | -64.5% | +33.4% | -2.9% |
| All | -31.1% | -64.4% | +33.4% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling