-10.2%
ADSK vs WSM
+44.0%
-54.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.5% | +0.6% | +5.6% |
| 7D | +11.4% | +8.0% | +3.4% | +9.6% |
| 30D | +21.9% | +13.5% | +8.4% | +19.0% |
| 3M | +13.9% | +8.8% | +5.0% | +11.7% |
| 6M | +9.1% | +54.7% | -45.6% | +2.6% |
| YTD | -8.8% | +53.3% | -62.0% | -13.0% |
| 1Y | -10.2% | +41.1% | -51.3% | -12.5% |
| All | -10.2% | +44.0% | -54.2% | -12.5% |
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