-34.5%
ADSK vs WEC
-0.3%
-34.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.5% | -0.6% | -1.9% | -2.6% |
| 30D | -14.9% | -2.6% | -12.3% | -15.4% |
| 3M | +3.3% | -6.0% | +9.4% | +2.2% |
| 6M | -15.7% | -5.4% | -10.2% | -16.2% |
| YTD | -28.2% | +2.5% | -30.7% | -27.5% |
| 1Y | -34.5% | -0.7% | -33.8% | -34.0% |
| All | -34.5% | -0.3% | -34.2% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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