+527.4%
ADSK vs WPM
+5,810.9%
-5,283.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.1% | +2.9% |
| 7D | -10.9% | -3.6% | -7.3% | -10.5% |
| 30D | -15.9% | +12.5% | -28.4% | -17.4% |
| 3M | -4.4% | +40.6% | -45.0% | -9.4% |
| 6M | -16.6% | +0.5% | -17.2% | -17.7% |
| YTD | -28.5% | +29.0% | -57.6% | -32.3% |
| 1Y | -34.6% | +43.8% | -78.5% | -39.4% |
| 3Y | -3.5% | +266.3% | -269.7% | -23.1% |
| 5Y | -25.6% | +255.1% | -280.7% | -41.1% |
| 10Y | +216.6% | +526.8% | -310.2% | +122.5% |
| All | +527.4% | +5,810.9% | -5,283.5% | +195.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling