+2,021.6%
ADSK vs WCN
+6,623.4%
-4,601.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.5% | -3.1% | +0.6% | -1.5% |
| 30D | -14.9% | -3.4% | -11.5% | -13.9% |
| 3M | +3.3% | +3.0% | +0.4% | +2.4% |
| 6M | -15.7% | -3.8% | -11.9% | -14.8% |
| YTD | -28.2% | -8.3% | -19.9% | -26.3% |
| 1Y | -34.5% | -9.7% | -24.8% | -32.5% |
| 3Y | -2.9% | +17.2% | -20.1% | -8.5% |
| 5Y | -25.3% | +25.3% | -50.6% | -31.1% |
| 10Y | +217.8% | +235.4% | -17.6% | +123.4% |
| All | +2,021.6% | +6,623.4% | -4,601.8% | +820.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling