-16.6%
ADSK vs NWSA
+20.8%
-37.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +3.1% |
| 7D | -10.9% | -4.8% | -6.2% | -6.9% |
| 30D | -15.9% | +3.0% | -18.9% | -17.5% |
| 3M | -4.4% | +9.3% | -13.7% | -11.6% |
| 6M | -16.6% | +23.2% | -39.8% | -29.8% |
| All | -16.6% | +20.8% | -37.5% | -29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling