+4,605.7%
ADSK vs WY
+652.8%
+3,952.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +3.5% |
| 7D | -10.9% | -3.7% | -7.2% | -9.6% |
| 30D | -15.9% | -11.3% | -4.6% | -11.9% |
| 3M | -4.4% | -8.1% | +3.8% | -1.5% |
| 6M | -16.6% | -7.4% | -9.2% | -15.0% |
| YTD | -28.5% | -4.7% | -23.8% | -28.4% |
| 1Y | -34.6% | -9.2% | -25.5% | -33.5% |
| 3Y | -3.5% | -24.7% | +21.2% | +4.2% |
| 5Y | -25.6% | -21.6% | -4.0% | -20.6% |
| 10Y | +216.6% | +6.7% | +209.9% | +181.3% |
| All | +4,605.7% | +652.8% | +3,952.9% | +1,945.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling