-30.9%
WDAY vs ADSK
-25.6%
-5.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -2.2% |
| 7D | -10.5% | -10.9% | +0.4% | -3.4% |
| 30D | +2.1% | -15.9% | +18.0% | +14.4% |
| 3M | +34.6% | -4.4% | +39.0% | +39.2% |
| 6M | +29.9% | -16.6% | +46.5% | +47.1% |
| YTD | -13.8% | -28.5% | +14.7% | +7.3% |
| 1Y | -18.3% | -34.6% | +16.4% | +7.5% |
| 3Y | -26.2% | -3.5% | -22.7% | -25.3% |
| All | -30.9% | -25.6% | -5.2% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling