-10.2%
ADSK vs WAB
+46.5%
-56.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.1% | +5.9% | +7.3% |
| 7D | +11.4% | +4.5% | +6.9% | +12.8% |
| 30D | +21.9% | +1.1% | +20.8% | +22.4% |
| 3M | +13.9% | -1.3% | +15.1% | +13.6% |
| 6M | +9.1% | +12.7% | -3.6% | +13.5% |
| YTD | -8.8% | +38.7% | -47.4% | -8.8% |
| 1Y | -10.2% | +44.9% | -55.2% | -12.2% |
| All | -10.2% | +46.5% | -56.8% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling