+916.1%
WDC vs ADSK
-25.3%
+941.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -4.3% | -2.5% | -1.8% | -3.6% |
| 30D | -1.5% | -14.9% | +13.4% | +2.7% |
| 3M | -15.5% | +3.3% | -18.8% | -19.6% |
| 6M | +66.5% | -15.7% | +82.1% | +69.6% |
| YTD | +159.9% | -28.2% | +188.1% | +184.3% |
| 1Y | +366.0% | -34.5% | +400.5% | +432.6% |
| 3Y | +1,285.8% | -2.9% | +1,288.7% | +1,166.7% |
| All | +916.1% | -25.3% | +941.4% | +805.2% |
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