-20.5%
ADSK vs WST
-0.3%
-20.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -3.6% | +4.9% | -8.5% | -4.8% |
| 30D | +12.6% | +10.7% | +1.9% | +9.7% |
| 3M | +4.0% | +16.8% | -12.8% | -0.1% |
| 6M | +10.5% | +32.0% | -21.5% | +2.7% |
| YTD | -12.3% | +49.9% | -62.3% | -21.8% |
| 1Y | -14.0% | +50.6% | -64.6% | -23.5% |
| 3Y | +23.2% | +21.4% | +1.8% | +6.3% |
| All | -20.5% | -0.3% | -20.2% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling