+282.1%
WDAY vs ADSK
+566.3%
-284.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +1.5% |
| 7D | -7.4% | -14.5% | +7.1% | +2.1% |
| 30D | +1.0% | -19.3% | +20.3% | +15.3% |
| 3M | +32.7% | -7.8% | +40.5% | +40.3% |
| 6M | +25.6% | -20.8% | +46.4% | +46.3% |
| YTD | -13.4% | -30.2% | +16.8% | +8.8% |
| 1Y | -19.4% | -36.5% | +17.1% | +7.1% |
| 3Y | -25.8% | -5.7% | -20.0% | -23.9% |
| 5Y | -31.1% | -28.2% | -2.9% | -20.3% |
| 10Y | +113.3% | +209.1% | -95.8% | +3.3% |
| All | +282.1% | +566.3% | -284.2% | +42.8% |
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 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