W·Wayfair Inc. Class A

Realized volatility (21d)

43.6% 22nd pct

Below its peak

-69.5%

vs 200-day average

+20.2%

Up days (1y)

49%

Wayfair Inc. Class A is currently running 43.6% annualised volatility over the last 21 sessions. Measured against W's own 12 years of daily returns rather than a market-wide average, that is the 22nd percentile — unusually subdued by its own history, against a typical reading of 58.8%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

W is trading -69.5% below its running peak. Across 11 full years on file, its median worst-drawdown-in-a-year was -48.5%, and the deepest was -85.6% in 2022. The current drawdown is already deeper than this stock's typical annual low point, which puts it in the part of its range where past recoveries began — and where past declines also continued.

Price sits +20.2% from its 200-day moving average. Against every other day in its history, that gap ranks at the 70th percentile — a somewhat wider gap than its own norm. Over the past year W closed higher on 49% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 12 years of records, W finished the month higher 4 of 12 times, with a median return of -14.8% and an average of -9.3%. Its strongest month historically has been May at +15.4% on average, its weakest October at -9.3%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: W has opened more than 2% away from the prior close in 314 of 3,019 sessions (10.4% of the time), with the largest gaps running +10.5% and -12.3%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,020 daily closes between 2014-10-02 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against W's own 12-year history, not a peer group or index.