-31.9%
ADSK vs WM
-0.9%
-31.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.2% | -7.0% | -7.7% |
| 7D | -16.4% | -0.3% | -16.1% | -16.3% |
| 30D | -9.2% | -2.4% | -6.8% | -8.3% |
| 3M | -6.7% | +0.4% | -7.2% | -6.4% |
| 6M | -15.5% | -9.5% | -6.0% | -12.1% |
| YTD | -26.4% | +0.5% | -26.9% | -25.2% |
| 1Y | -31.9% | -1.1% | -30.8% | -33.0% |
| All | -31.9% | -0.9% | -31.0% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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