-24.5%
ADSK vs BBWI
-67.2%
+42.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -1.1% |
| 7D | -2.5% | -4.8% | +2.3% | -1.5% |
| 30D | -14.9% | +3.5% | -18.4% | -15.9% |
| 3M | +3.3% | -0.3% | +3.6% | +2.5% |
| 6M | -15.7% | -5.4% | -10.3% | -16.5% |
| YTD | -28.2% | -4.7% | -23.5% | -29.6% |
| 1Y | -34.5% | -30.5% | -4.1% | -31.0% |
| 3Y | -2.9% | -44.3% | +41.4% | +1.4% |
| All | -24.5% | -67.2% | +42.7% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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