-31.9%
ADSK vs WCC
+61.8%
-93.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +3.9% | -12.1% | -7.8% |
| 7D | -16.4% | +4.5% | -20.9% | -16.0% |
| 30D | -9.2% | -5.8% | -3.4% | -9.7% |
| 3M | -6.7% | -3.7% | -3.1% | -5.9% |
| 6M | -15.5% | +23.1% | -38.6% | -16.1% |
| YTD | -26.4% | +44.2% | -70.5% | -28.7% |
| 1Y | -31.9% | +62.1% | -94.0% | -35.1% |
| All | -31.9% | +61.8% | -93.7% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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