+135.0%
WFC vs ADSK
-3.2%
+138.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.9% |
| 7D | +0.4% | -2.5% | +2.9% | +0.9% |
| 30D | +1.5% | -14.9% | +16.4% | +4.8% |
| 3M | +10.2% | +3.3% | +6.9% | +7.8% |
| 6M | +18.8% | -15.7% | +34.4% | +22.1% |
| YTD | -1.5% | -28.2% | +26.7% | +6.5% |
| 1Y | +13.5% | -34.5% | +48.1% | +26.9% |
| 3Y | +135.0% | -2.9% | +137.9% | +125.5% |
| All | +135.0% | -3.2% | +138.2% | +125.5% |
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