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  • WDC vs ADSK✓SelectedUSD · ADSKWDC vs ADSK performance historyLatest closeAs of+1.04%09/09
Stock and ETF performance explorer

WDC vs ADSK

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+18,420.3%
ADSK return
+4,642.0%
Excess return
+13,778.3%
Maximum drawdown
-96.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioADSKExcessAlpha
1D+1.0%-2.6%+3.7%+2.0%
7D+7.5%-14.5%+22.0%+13.2%
30D+10.1%-19.3%+29.4%+17.8%
3M-6.8%-7.8%+1.0%-7.4%
6M+84.1%-20.8%+104.9%+90.9%
YTD+180.3%-30.2%+210.5%+202.0%
1Y+411.1%-36.5%+447.5%+468.9%
3Y+1,375.0%-5.7%+1,380.7%+1,308.5%
5Y+991.6%-28.2%+1,019.7%+1,022.9%
10Y+1,309.1%+209.1%+1,100.0%+759.7%
All+18,420.3%+4,642.0%+13,778.3%+3,045.3%

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