-10.2%
ADSK vs GWW
+55.5%
-65.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.5% | +0.5% | +5.9% |
| 7D | +11.4% | +11.1% | +0.3% | +9.7% |
| 30D | +21.9% | +15.7% | +6.2% | +19.5% |
| 3M | +13.9% | +14.8% | -0.9% | +11.7% |
| 6M | +9.1% | +30.9% | -21.8% | +5.8% |
| YTD | -8.8% | +48.5% | -57.2% | -12.1% |
| 1Y | -10.2% | +57.1% | -67.3% | -15.1% |
| All | -10.2% | +55.5% | -65.7% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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