+215.4%
ADSK vs WY
+7.6%
+207.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | -2.5% | -4.2% | +1.6% | -0.6% |
| 30D | -14.9% | -10.1% | -4.8% | -10.8% |
| 3M | +3.3% | -8.5% | +11.8% | +7.1% |
| 6M | -15.7% | -3.3% | -12.3% | -15.5% |
| YTD | -28.2% | -4.4% | -23.8% | -28.4% |
| 1Y | -34.5% | -11.5% | -23.1% | -32.4% |
| 3Y | -2.9% | -24.3% | +21.4% | +5.8% |
| 5Y | -25.3% | -21.3% | -4.0% | -19.7% |
| All | +215.4% | +7.6% | +207.8% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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