-2.9%
ADSK vs GWW
+89.6%
-92.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | -2.5% | -3.4% | +0.8% | -1.4% |
| 30D | -14.9% | -1.9% | -13.0% | -14.3% |
| 3M | +3.3% | -2.4% | +5.7% | +3.9% |
| 6M | -15.7% | +15.7% | -31.4% | -20.8% |
| YTD | -28.2% | +27.6% | -55.8% | -35.6% |
| 1Y | -34.5% | +27.2% | -61.7% | -41.3% |
| 3Y | -2.9% | +89.7% | -92.6% | -31.0% |
| All | -2.9% | +89.6% | -92.5% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling