-3.3%
ADSK vs WEC
+39.2%
-42.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.4% |
| 7D | -10.9% | -1.3% | -9.6% | -10.9% |
| 30D | -15.9% | -0.4% | -15.5% | -15.9% |
| 3M | -4.4% | -6.8% | +2.4% | -4.4% |
| 6M | -16.6% | -6.4% | -10.2% | -16.6% |
| YTD | -28.5% | +2.5% | -31.0% | -28.7% |
| 1Y | -34.6% | -0.4% | -34.2% | -34.8% |
| All | -3.3% | +39.2% | -42.5% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling