+206.5%
WELL vs ADSK
-26.7%
+233.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.5% |
| 7D | -2.2% | -10.9% | +8.7% | -0.5% |
| 30D | +4.7% | -15.9% | +20.6% | +7.3% |
| 3M | +11.9% | -4.4% | +16.3% | +12.2% |
| 6M | +14.3% | -16.6% | +30.9% | +16.7% |
| YTD | +28.4% | -28.5% | +56.9% | +34.6% |
| 1Y | +42.3% | -34.6% | +76.9% | +51.8% |
| 3Y | +202.6% | -3.5% | +206.0% | +192.6% |
| 5Y | +206.5% | -25.6% | +232.1% | +183.8% |
| All | +206.5% | -26.7% | +233.2% | +183.8% |
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 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