+140.0%
WBD vs ADSK
-31.6%
+171.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.8% | -0.1% |
| 7D | -1.8% | -16.4% | +14.6% | -1.1% |
| 30D | +8.8% | -9.2% | +18.0% | +9.2% |
| 3M | +4.6% | -6.7% | +11.4% | +5.6% |
| 6M | +1.1% | -15.5% | +16.6% | +3.2% |
| YTD | -2.0% | -26.4% | +24.4% | +6.9% |
| 1Y | +140.0% | -31.9% | +171.9% | +171.0% |
| All | +140.0% | -31.6% | +171.6% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling