+215.4%
ADSK vs WST
+344.2%
-128.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -2.5% | +1.8% | -4.4% | -3.1% |
| 30D | -14.9% | -1.7% | -13.2% | -14.4% |
| 3M | +3.3% | +4.9% | -1.6% | +1.5% |
| 6M | -15.7% | +45.5% | -61.2% | -26.5% |
| YTD | -28.2% | +26.1% | -54.4% | -34.6% |
| 1Y | -34.5% | +31.7% | -66.2% | -41.6% |
| 3Y | -2.9% | -12.1% | +9.2% | -7.9% |
| 5Y | -25.3% | -23.6% | -1.7% | -26.7% |
| All | +215.4% | +344.2% | -128.8% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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