-24.5%
ADSK vs WPM
+263.6%
-288.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | -2.5% | -0.6% | -2.0% | -2.5% |
| 30D | -14.9% | +14.4% | -29.3% | -16.5% |
| 3M | +3.3% | +37.0% | -33.7% | -1.4% |
| 6M | -15.7% | +4.1% | -19.8% | -16.4% |
| YTD | -28.2% | +31.7% | -60.0% | -32.7% |
| 1Y | -34.5% | +44.2% | -78.7% | -40.2% |
| 3Y | -2.9% | +265.5% | -268.4% | -31.2% |
| All | -24.5% | +263.6% | -288.1% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 5y: compounded portfolio wealth divided by compounded WPM 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…
5y analysis · Full analysis span regression · 6 months rolling