+214.2%
ADSK vs WM
+306.3%
-92.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.9% |
| 7D | -10.9% | -3.1% | -7.8% | -9.2% |
| 30D | -15.9% | -5.3% | -10.6% | -13.2% |
| 3M | -4.4% | -4.2% | -0.1% | -1.9% |
| 6M | -16.6% | -8.1% | -8.6% | -12.8% |
| YTD | -28.5% | -1.4% | -27.1% | -28.2% |
| 1Y | -34.6% | +0.2% | -34.9% | -35.3% |
| 3Y | -3.5% | +43.1% | -46.5% | -26.4% |
| 5Y | -25.6% | +49.8% | -75.4% | -45.9% |
| All | +214.2% | +306.3% | -92.2% | +15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling