+298.4%
WMB vs ADSK
+222.2%
+76.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -1.0% | -2.5% | +1.5% | -0.5% |
| 30D | -0.4% | -14.9% | +14.4% | +3.0% |
| 3M | +3.2% | +3.3% | -0.1% | +1.4% |
| 6M | +0.1% | -15.7% | +15.7% | +2.6% |
| YTD | +23.9% | -28.2% | +52.1% | +31.7% |
| 1Y | +27.6% | -34.5% | +62.2% | +38.8% |
| 3Y | +141.9% | -2.9% | +144.8% | +132.4% |
| 5Y | +273.8% | -25.3% | +299.1% | +270.8% |
| All | +298.4% | +222.2% | +76.2% | +144.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling