+2,044.3%
ADSK vs WAB
+4,056.8%
-2,012.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.1% |
| 7D | -14.5% | +0.2% | -14.8% | -14.6% |
| 30D | -19.3% | -4.6% | -14.8% | -17.9% |
| 3M | -7.8% | +5.6% | -13.4% | -10.6% |
| 6M | -20.8% | +13.8% | -34.6% | -26.0% |
| YTD | -30.2% | +31.9% | -62.1% | -38.6% |
| 1Y | -36.5% | +48.3% | -84.7% | -46.7% |
| 3Y | -5.7% | +167.1% | -172.9% | -37.7% |
| 5Y | -28.2% | +222.9% | -251.1% | -55.7% |
| 10Y | +209.1% | +289.9% | -80.8% | +63.7% |
| All | +2,044.3% | +4,056.8% | -2,012.5% | +407.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling