-35.3%
WDAY vs AVTR
-59.2%
+24.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | -5.3% | +0.5% | -5.8% | -5.5% |
| 30D | +1.5% | +1.5% | 0.0% | +0.9% |
| 3M | +5.5% | +14.2% | -8.8% | +0.9% |
| 6M | +57.4% | +97.4% | -39.9% | +27.0% |
| YTD | -11.0% | +37.3% | -48.3% | -20.4% |
| 1Y | -15.8% | +36.8% | -52.6% | -24.7% |
| 3Y | -16.9% | -15.2% | -1.6% | -19.6% |
| 5Y | -35.3% | -59.2% | +23.9% | -7.7% |
| All | -35.3% | -59.2% | +24.0% | -7.7% |
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 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