+198.3%
WELL vs ADSK
-3.2%
+201.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -0.2% | -2.5% | +2.3% | 0.0% |
| 30D | +2.3% | -14.9% | +17.2% | +3.6% |
| 3M | +12.3% | +3.3% | +8.9% | +11.7% |
| 6M | +15.6% | -15.7% | +31.2% | +16.8% |
| YTD | +28.3% | -28.2% | +56.6% | +32.9% |
| 1Y | +41.9% | -34.5% | +76.5% | +49.3% |
| 3Y | +198.3% | -2.9% | +201.2% | +186.1% |
| All | +198.3% | -3.2% | +201.6% | +186.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling