+495.9%
ADSK vs NWSA
+120.6%
+375.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.8% |
| 7D | -10.9% | -4.8% | -6.2% | -8.6% |
| 30D | -15.9% | +3.0% | -18.9% | -17.1% |
| 3M | -4.4% | +9.3% | -13.7% | -8.5% |
| 6M | -16.6% | +23.2% | -39.8% | -24.9% |
| YTD | -28.5% | +13.3% | -41.8% | -33.0% |
| 1Y | -34.6% | +2.9% | -37.5% | -35.9% |
| 3Y | -3.5% | +43.3% | -46.8% | -20.6% |
| 5Y | -25.6% | +40.9% | -66.5% | -39.4% |
| 10Y | +216.6% | +148.1% | +68.5% | +78.4% |
| All | +495.9% | +120.6% | +375.3% | +250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling