-2.9%
ADSK vs WY
-24.8%
+21.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.5% | -4.2% | +1.6% | -1.6% |
| 30D | -14.9% | -10.1% | -4.8% | -12.8% |
| 3M | +3.3% | -8.5% | +11.8% | +5.2% |
| 6M | -15.7% | -3.3% | -12.3% | -15.6% |
| YTD | -28.2% | -4.4% | -23.8% | -28.6% |
| 1Y | -34.5% | -11.5% | -23.1% | -33.1% |
| 3Y | -2.9% | -24.3% | +21.4% | +3.1% |
| All | -2.9% | -24.8% | +21.9% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling