-24.5%
ADSK vs WCN
+24.9%
-49.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.5% | -3.1% | +0.6% | -0.8% |
| 30D | -14.9% | -3.4% | -11.5% | -13.2% |
| 3M | +3.3% | +3.0% | +0.4% | +1.8% |
| 6M | -15.7% | -3.8% | -11.9% | -14.1% |
| YTD | -28.2% | -8.3% | -19.9% | -24.9% |
| 1Y | -34.5% | -9.7% | -24.8% | -31.0% |
| 3Y | -2.9% | +17.2% | -20.1% | -15.0% |
| All | -24.5% | +24.9% | -49.4% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling