+1,188.5%
WDC vs ADSK
+222.2%
+966.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.2% |
| 7D | -4.3% | -2.5% | -1.8% | -3.3% |
| 30D | -1.5% | -14.9% | +13.4% | +4.7% |
| 3M | -15.5% | +3.3% | -18.8% | -20.8% |
| 6M | +66.5% | -15.7% | +82.1% | +69.2% |
| YTD | +159.9% | -28.2% | +188.1% | +184.9% |
| 1Y | +366.0% | -34.5% | +400.5% | +435.4% |
| 3Y | +1,285.8% | -2.9% | +1,288.7% | +1,150.6% |
| 5Y | +925.6% | -25.3% | +950.9% | +913.4% |
| All | +1,188.5% | +222.2% | +966.3% | +491.8% |
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