+5,756.3%
ADSK vs WM
+28,589.7%
-22,833.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.6% |
| 3M | +5.7% | +4.4% | +1.3% | +4.7% |
| 6M | +7.7% | +10.8% | -3.1% | +5.1% |
| YTD | -11.0% | +9.1% | -20.1% | -12.9% |
| 1Y | -11.4% | +19.1% | -30.5% | -15.1% |
| 3Y | +28.7% | +45.7% | -17.0% | +16.8% |
| 5Y | -20.1% | +60.4% | -80.5% | -29.2% |
| 10Y | +262.6% | +328.7% | -66.1% | +160.1% |
| All | +5,756.3% | +28,589.7% | -22,833.4% | +3,228.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling