+215.4%
ADSK vs WING
+407.7%
-192.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.0% | -5.6% | -1.1% |
| 7D | -2.5% | +7.2% | -9.8% | -4.3% |
| 30D | -14.9% | +4.8% | -19.7% | -16.3% |
| 3M | +3.3% | -23.7% | +27.0% | +9.4% |
| 6M | -15.7% | -43.6% | +27.9% | -4.7% |
| YTD | -28.2% | -50.6% | +22.3% | -17.3% |
| 1Y | -34.5% | -57.0% | +22.5% | -22.4% |
| 3Y | -2.9% | -28.3% | +25.4% | -10.0% |
| 5Y | -25.3% | -32.4% | +7.1% | -34.5% |
| All | +215.4% | +407.7% | -192.3% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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