+5,039.4%
WMB vs ADSK
+5,968.5%
-929.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.9% |
| 7D | +7.8% | +1.0% | +6.8% | +7.6% |
| 30D | -5.1% | +14.4% | -19.5% | -8.5% |
| 3M | -4.7% | +2.5% | -7.2% | -6.2% |
| 6M | -7.4% | +14.5% | -21.9% | -11.9% |
| YTD | +17.5% | -10.7% | +28.1% | +17.3% |
| 1Y | +19.5% | -11.0% | +30.5% | +19.4% |
| 3Y | +121.3% | +25.9% | +95.4% | +100.3% |
| 5Y | +200.5% | -19.7% | +220.2% | +191.9% |
| 10Y | +281.9% | +258.2% | +23.6% | +146.8% |
| All | +5,039.4% | +5,968.5% | -929.1% | +1,661.9% |
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