-31.9%
ADSK vs GWRE
-25.4%
-6.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -19.9% | +11.7% | -0.3% |
| 7D | -16.4% | -21.1% | +4.7% | -8.7% |
| 30D | -9.2% | +1.3% | -10.5% | -10.3% |
| 3M | -6.7% | +7.4% | -14.2% | -10.5% |
| 6M | -15.5% | +5.6% | -21.1% | -19.5% |
| YTD | -26.4% | -19.2% | -7.2% | -26.2% |
| 1Y | -31.9% | -25.1% | -6.7% | -30.4% |
| All | -31.9% | -25.4% | -6.5% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling