-31.9%
ADSK vs WSM
+19.9%
-51.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.1% | -10.4% | -8.6% |
| 7D | -16.4% | -3.3% | -13.1% | -16.0% |
| 30D | -9.2% | -8.4% | -0.8% | -8.0% |
| 3M | -6.7% | +9.7% | -16.4% | -7.7% |
| 6M | -15.5% | +16.7% | -32.2% | -17.2% |
| YTD | -26.4% | +28.7% | -55.1% | -29.1% |
| 1Y | -31.9% | +13.7% | -45.5% | -32.6% |
| All | -31.9% | +19.9% | -51.8% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling