+259.5%
ADSK vs WST
+456.5%
-197.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.5% |
| 7D | +1.0% | +4.2% | -3.2% | -0.4% |
| 30D | +14.4% | +11.2% | +3.2% | +10.3% |
| 3M | +2.5% | +20.4% | -17.9% | -3.8% |
| 6M | +14.5% | +37.9% | -23.4% | +2.3% |
| YTD | -10.7% | +51.8% | -62.5% | -23.6% |
| 1Y | -11.0% | +56.6% | -67.6% | -24.9% |
| 3Y | +25.9% | +24.2% | +1.6% | +2.8% |
| 5Y | -19.7% | +0.7% | -20.4% | -29.1% |
| All | +259.5% | +456.5% | -197.0% | +16.2% |
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