-34.5%
ADSK vs GWW
+29.1%
-63.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -2.5% | -3.4% | +0.8% | -2.1% |
| 30D | -14.9% | -1.9% | -13.0% | -14.7% |
| 3M | +3.3% | -2.4% | +5.7% | +3.5% |
| 6M | -15.7% | +15.7% | -31.4% | -17.6% |
| YTD | -28.2% | +27.6% | -55.8% | -30.5% |
| 1Y | -34.5% | +27.2% | -61.7% | -36.4% |
| All | -34.5% | +29.1% | -63.6% | -36.4% |
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