+135.9%
WMT vs ADSK
-25.3%
+161.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.3% |
| 7D | 0.0% | -2.5% | +2.5% | +0.3% |
| 30D | -7.4% | -14.9% | +7.5% | -5.7% |
| 3M | -10.9% | +3.3% | -14.2% | -11.6% |
| 6M | -12.7% | -15.7% | +3.0% | -11.3% |
| YTD | -3.2% | -28.2% | +25.0% | +0.4% |
| 1Y | +5.3% | -34.5% | +39.8% | +10.7% |
| 3Y | +101.9% | -2.9% | +104.8% | +99.1% |
| All | +135.9% | -25.3% | +161.2% | +120.2% |
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