+215.4%
ADSK vs WSM
+1,071.8%
-856.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | -14.9% | -7.7% | -7.2% | -13.0% |
| 3M | +3.3% | +3.8% | -0.4% | +2.1% |
| 6M | -15.7% | +22.7% | -38.3% | -21.0% |
| YTD | -28.2% | +28.0% | -56.3% | -33.9% |
| 1Y | -34.5% | +12.7% | -47.3% | -37.6% |
| 3Y | -2.9% | +231.3% | -234.2% | -36.9% |
| 5Y | -25.3% | +177.2% | -202.5% | -50.7% |
| All | +215.4% | +1,071.8% | -856.4% | +34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling