+112.2%
WDAY vs ADSK
+222.2%
-110.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.1% |
| 7D | -5.2% | -2.5% | -2.6% | -3.6% |
| 30D | +5.9% | -14.9% | +20.8% | +17.2% |
| 3M | +42.3% | +3.3% | +38.9% | +40.0% |
| 6M | +34.7% | -15.7% | +50.4% | +51.2% |
| YTD | -13.5% | -28.2% | +14.7% | +7.1% |
| 1Y | -18.1% | -34.5% | +16.5% | +7.4% |
| 3Y | -26.4% | -2.9% | -23.5% | -26.1% |
| 5Y | -30.6% | -25.3% | -5.3% | -21.8% |
| All | +112.2% | +222.2% | -110.0% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling