+12.3%
WFC vs ADSK
-31.6%
+43.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.3% | +9.1% | +1.2% |
| 7D | +3.8% | -16.4% | +20.2% | +4.5% |
| 30D | +1.5% | -9.2% | +10.7% | +1.6% |
| 3M | +10.9% | -6.7% | +17.6% | +10.5% |
| 6M | +8.4% | -15.5% | +23.9% | +9.2% |
| YTD | -1.9% | -26.4% | +24.5% | +0.6% |
| 1Y | +12.3% | -31.9% | +44.2% | +15.7% |
| All | +12.3% | -31.6% | +43.9% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling