+18,751.7%
WELL vs ADSK
+4,770.3%
+13,981.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.8% |
| 7D | -1.3% | -14.3% | +13.0% | +0.8% |
| 30D | +0.5% | -14.8% | +15.3% | +2.6% |
| 3M | +19.1% | -5.7% | +24.8% | +19.6% |
| 6M | +17.0% | -18.7% | +35.7% | +19.5% |
| YTD | +29.2% | -28.3% | +57.5% | +34.0% |
| 1Y | +42.1% | -35.1% | +77.2% | +49.4% |
| 3Y | +204.5% | -3.2% | +207.7% | +199.5% |
| 5Y | +211.0% | -26.7% | +237.7% | +212.2% |
| 10Y | +337.6% | +208.4% | +129.2% | +262.3% |
| All | +18,751.7% | +4,770.3% | +13,981.4% | +12,904.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling