-0.7%
ADSK vs SW
+19.6%
-20.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.3% | -9.5% | -8.4% |
| 7D | -16.4% | -5.1% | -11.3% | -15.7% |
| 30D | -9.2% | -4.6% | -4.6% | -8.6% |
| 3M | -6.7% | +9.4% | -16.1% | -8.3% |
| 6M | -15.5% | +3.5% | -19.0% | -16.3% |
| YTD | -26.4% | +22.0% | -48.4% | -29.8% |
| 1Y | -31.9% | +2.2% | -34.1% | -32.7% |
| All | -0.7% | +19.6% | -20.3% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling