-24.5%
ADSK vs GWW
+222.0%
-246.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | -2.5% | -3.4% | +0.8% | -0.9% |
| 30D | -14.9% | -1.9% | -13.0% | -14.1% |
| 3M | +3.3% | -2.4% | +5.7% | +4.1% |
| 6M | -15.7% | +15.7% | -31.4% | -22.4% |
| YTD | -28.2% | +27.6% | -55.8% | -37.7% |
| 1Y | -34.5% | +27.2% | -61.7% | -43.2% |
| 3Y | -2.9% | +89.7% | -92.6% | -35.3% |
| All | -24.5% | +222.0% | -246.5% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling