+5,684.2%
ADSK vs WM
+28,683.0%
-22,998.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | +3.1% | +1.2% | +1.9% | +2.8% |
| 30D | +10.5% | +13.7% | -3.2% | +7.2% |
| 3M | +1.6% | +5.2% | -3.6% | +0.4% |
| 6M | +6.4% | +11.2% | -4.8% | +3.8% |
| YTD | -12.1% | +9.4% | -21.6% | -14.0% |
| 1Y | -12.9% | +20.4% | -33.3% | -16.8% |
| 3Y | +23.5% | +44.7% | -21.2% | +12.3% |
| 5Y | -18.9% | +58.5% | -77.3% | -27.9% |
| 10Y | +253.9% | +326.4% | -72.4% | +154.1% |
| All | +5,684.2% | +28,683.0% | -22,998.8% | +3,185.1% |
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