-9.4%
WDAY vs AVTR
+6.1%
-15.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -4.8% | +3.2% | -7.9% | -5.8% |
| 30D | +2.5% | +0.5% | +2.0% | +2.1% |
| 3M | +8.8% | +12.1% | -3.4% | +4.3% |
| 6M | +60.7% | +91.2% | -30.5% | +28.2% |
| YTD | -11.2% | +36.3% | -47.5% | -21.3% |
| 1Y | -15.6% | +35.2% | -50.9% | -25.2% |
| 3Y | -17.1% | -15.8% | -1.3% | -19.4% |
| 5Y | -35.7% | -58.9% | +23.2% | -18.6% |
| All | -9.4% | +6.1% | -15.5% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling