Legend has it that Slaanesh and The Bloody-handed God fought a titanic battle in the warp. Despite Khaine's divine might and mastery of war, Slaanesh, glutted on the power of the gods, eventually proved the stronger.
Exhausted from the battle, Slaanesh was unable to destroy Khaine completely. Instead, Khaine was rent into many pieces and driven from the warp forever. Each fragment eventually came to rest inside the wraithbone core of each craftworld, where they took root and grew into an Avatar, which under a sacrifice can be summoned to serve its craftworld in war. The Avatar carries "the wailing doom," a mighty sword that is said to be one of the 99 swords of Vaul.