+28.7%
ADSK vs WM
+45.6%
-16.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.1% | -0.5% | +2.6% | +2.3% |
| 30D | +11.9% | +13.3% | -1.4% | +7.0% |
| 3M | +5.7% | +4.4% | +1.3% | +4.0% |
| 6M | +7.7% | +10.8% | -3.1% | +4.2% |
| YTD | -11.0% | +9.1% | -20.1% | -13.4% |
| 1Y | -11.4% | +19.1% | -30.5% | -15.7% |
| 3Y | +28.7% | +45.7% | -17.0% | +18.1% |
| All | +28.7% | +45.6% | -16.9% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling