-2.9%
ADSK vs WU
-28.7%
+25.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -2.5% | -3.5% | +1.0% | -1.7% |
| 30D | -14.9% | -2.9% | -11.9% | -14.2% |
| 3M | +3.3% | -2.3% | +5.6% | +3.1% |
| 6M | -15.7% | -25.4% | +9.7% | -9.9% |
| YTD | -28.2% | -21.2% | -7.0% | -24.5% |
| 1Y | -34.5% | -8.9% | -25.7% | -34.2% |
| 3Y | -2.9% | -29.0% | +26.1% | +3.0% |
| All | -2.9% | -28.7% | +25.8% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling