+263.5%
ADSK vs SW
+182.7%
+80.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.8% | -2.6% |
| 7D | +4.9% | +2.3% | +2.5% | +4.6% |
| 30D | +11.3% | +6.8% | +4.6% | +10.4% |
| 3M | +7.9% | -5.2% | +13.1% | +8.6% |
| 6M | +7.7% | +7.4% | +0.2% | +6.2% |
| YTD | -11.6% | +17.4% | -29.0% | -14.4% |
| 1Y | -11.2% | +27.1% | -38.3% | -15.1% |
| 3Y | +29.6% | +47.9% | -18.3% | +20.4% |
| 5Y | -19.4% | -2.6% | -16.8% | -23.9% |
| All | +263.5% | +182.7% | +80.8% | +188.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling