+297.5%
WBD vs ADSK
+537.2%
-239.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.2% |
| 7D | -0.6% | -10.9% | +10.3% | +3.2% |
| 30D | +4.2% | -15.9% | +20.1% | +10.0% |
| 3M | +7.5% | -4.4% | +11.9% | +7.7% |
| 6M | +1.6% | -16.6% | +18.2% | +5.9% |
| YTD | -2.2% | -28.5% | +26.4% | +6.9% |
| 1Y | +124.9% | -34.6% | +159.5% | +153.2% |
| 3Y | +149.1% | -3.5% | +152.6% | +142.6% |
| 5Y | +7.8% | -25.6% | +33.4% | +11.9% |
| 10Y | +14.9% | +216.6% | -201.7% | -34.8% |
| All | +297.5% | +537.2% | -239.7% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling