+4,745.6%
ADSK vs WM
+26,336.4%
-21,590.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.2% | -7.0% | -8.0% |
| 7D | -16.4% | -0.3% | -16.1% | -16.3% |
| 30D | -9.2% | -2.4% | -6.8% | -8.7% |
| 3M | -6.7% | +0.4% | -7.2% | -6.8% |
| 6M | -15.5% | -9.5% | -6.0% | -13.5% |
| YTD | -26.4% | +0.5% | -26.9% | -26.5% |
| 1Y | -31.9% | -1.1% | -30.8% | -31.8% |
| 3Y | -1.0% | +46.0% | -47.0% | -10.3% |
| 5Y | -24.5% | +51.8% | -76.4% | -32.3% |
| 10Y | +220.4% | +307.5% | -87.1% | +132.9% |
| All | +4,745.6% | +26,336.4% | -21,590.8% | +2,708.1% |
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 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