+270.9%
WMB vs ADSK
-26.7%
+297.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -3.4% |
| 7D | -1.7% | -10.9% | +9.2% | -0.4% |
| 30D | +0.7% | -15.9% | +16.6% | +2.6% |
| 3M | +1.5% | -4.4% | +5.9% | +1.6% |
| 6M | +0.1% | -16.6% | +16.7% | +1.8% |
| YTD | +22.9% | -28.5% | +51.4% | +27.8% |
| 1Y | +27.9% | -34.6% | +62.5% | +34.8% |
| 3Y | +139.1% | -3.5% | +142.6% | +134.8% |
| 5Y | +270.9% | -25.6% | +296.5% | +258.5% |
| All | +270.9% | -26.7% | +297.6% | +258.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling