+215.4%
ADSK vs WU
-39.1%
+254.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | -2.5% | -3.5% | +1.0% | -1.1% |
| 30D | -14.9% | -2.9% | -11.9% | -13.8% |
| 3M | +3.3% | -2.3% | +5.6% | +2.6% |
| 6M | -15.7% | -25.4% | +9.7% | -6.2% |
| YTD | -28.2% | -21.2% | -7.0% | -22.3% |
| 1Y | -34.5% | -8.9% | -25.7% | -34.3% |
| 3Y | -2.9% | -29.0% | +26.1% | +6.2% |
| 5Y | -25.3% | -50.7% | +25.4% | -4.5% |
| All | +215.4% | -39.1% | +254.5% | +235.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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