-34.6%
ADSK vs WM
-0.1%
-34.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.7% |
| 7D | -10.9% | -3.1% | -7.8% | -9.6% |
| 30D | -15.9% | -5.3% | -10.6% | -13.8% |
| 3M | -4.4% | -4.2% | -0.1% | -2.4% |
| 6M | -16.6% | -8.1% | -8.6% | -13.7% |
| YTD | -28.5% | -1.4% | -27.1% | -26.9% |
| 1Y | -34.6% | +0.2% | -34.9% | -34.7% |
| All | -34.6% | -0.1% | -34.6% | -34.7% |
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