+215.4%
ADSK vs WCN
+235.9%
-20.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.2% |
| 7D | -2.5% | -3.1% | +0.6% | -0.3% |
| 30D | -14.9% | -3.4% | -11.5% | -12.7% |
| 3M | +3.3% | +3.0% | +0.4% | +1.2% |
| 6M | -15.7% | -3.8% | -11.9% | -14.0% |
| YTD | -28.2% | -8.3% | -19.9% | -24.3% |
| 1Y | -34.5% | -9.7% | -24.8% | -30.5% |
| 3Y | -2.9% | +17.2% | -20.1% | -17.8% |
| 5Y | -25.3% | +25.3% | -50.6% | -41.3% |
| All | +215.4% | +235.9% | -20.5% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling