+27.6%
WMB vs ADSK
-34.7%
+62.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -1.0% | -2.5% | +1.5% | -1.2% |
| 30D | -0.4% | -14.9% | +14.4% | -1.6% |
| 3M | +3.2% | +3.3% | -0.1% | +4.0% |
| 6M | +0.1% | -15.7% | +15.7% | +0.1% |
| YTD | +23.9% | -28.2% | +52.1% | +24.4% |
| 1Y | +27.6% | -34.5% | +62.2% | +29.6% |
| All | +27.6% | -34.7% | +62.3% | +29.6% |
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