-7.4%
WMB vs ADSK
+15.3%
-22.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.1% |
| 7D | +7.8% | +1.0% | +6.8% | +8.0% |
| 30D | -5.1% | +14.4% | -19.5% | -2.9% |
| 3M | -4.7% | +2.5% | -7.2% | -3.5% |
| 6M | -7.4% | +14.5% | -21.9% | -3.3% |
| All | -7.4% | +15.3% | -22.7% | -3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling