+8,598.6%
WFC vs ADSK
+4,642.0%
+3,956.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.6% | +2.6% |
| 7D | +0.4% | -14.5% | +15.0% | +4.0% |
| 30D | +2.5% | -19.3% | +21.8% | +7.3% |
| 3M | +10.0% | -7.8% | +17.8% | +11.1% |
| 6M | +15.1% | -20.8% | +35.8% | +19.8% |
| YTD | -2.2% | -30.2% | +28.0% | +4.5% |
| 1Y | +13.5% | -36.5% | +49.9% | +23.8% |
| 3Y | +135.2% | -5.7% | +141.0% | +132.0% |
| 5Y | +128.3% | -28.2% | +156.5% | +132.9% |
| 10Y | +142.4% | +209.1% | -66.7% | +70.9% |
| All | +8,598.6% | +4,642.0% | +3,956.6% | +3,111.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling