+4,745.6%
ADSK vs WST
+12,330.1%
-7,584.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.8% | -7.5% | -8.0% |
| 7D | -16.4% | +0.7% | -17.1% | -16.6% |
| 30D | -9.2% | -3.1% | -6.1% | -8.1% |
| 3M | -6.7% | +7.2% | -13.9% | -9.5% |
| 6M | -15.5% | +36.8% | -52.3% | -26.2% |
| YTD | -26.4% | +23.8% | -50.2% | -33.4% |
| 1Y | -31.9% | +37.8% | -69.7% | -41.4% |
| 3Y | -1.0% | -15.9% | +14.9% | -7.2% |
| 5Y | -24.5% | -25.8% | +1.3% | -26.9% |
| 10Y | +220.4% | +319.6% | -99.2% | +42.9% |
| All | +4,745.6% | +12,330.1% | -7,584.6% | +554.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling