-11.0%
ADSK vs WM
+21.5%
-32.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +1.0% | +3.2% | -2.2% | -0.8% |
| 30D | +14.4% | +13.0% | +1.4% | +6.9% |
| 3M | +2.5% | +9.2% | -6.7% | -2.6% |
| 6M | +14.5% | +13.6% | +0.8% | +7.5% |
| YTD | -10.7% | +12.4% | -23.1% | -14.6% |
| 1Y | -11.0% | +21.2% | -32.2% | -16.2% |
| All | -11.0% | +21.5% | -32.5% | -16.2% |
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