+5,500.1%
WMB vs ADSK
+4,770.3%
+729.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +4.9% | +2.9% |
| 7D | +0.8% | -14.3% | +15.1% | +4.4% |
| 30D | +7.7% | -14.8% | +22.5% | +11.5% |
| 3M | +6.7% | -5.7% | +12.4% | +7.2% |
| 6M | +3.6% | -18.7% | +22.3% | +7.1% |
| YTD | +28.0% | -28.3% | +56.3% | +35.6% |
| 1Y | +37.6% | -35.1% | +72.7% | +49.1% |
| 3Y | +149.0% | -3.2% | +152.2% | +141.2% |
| 5Y | +285.3% | -26.7% | +312.0% | +284.0% |
| 10Y | +302.1% | +208.4% | +93.7% | +171.1% |
| All | +5,500.1% | +4,770.3% | +729.8% | +1,936.1% |
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 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