-34.5%
ADSK vs NWSA
+3.0%
-37.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.2% |
| 7D | -2.5% | -2.8% | +0.3% | -0.7% |
| 30D | -14.9% | +3.0% | -17.9% | -16.2% |
| 3M | +3.3% | +12.3% | -9.0% | -3.7% |
| 6M | -15.7% | +21.9% | -37.5% | -24.2% |
| YTD | -28.2% | +13.6% | -41.8% | -33.6% |
| 1Y | -34.5% | +0.5% | -35.0% | -37.5% |
| All | -34.5% | +3.0% | -37.5% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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