-24.2%
ADSK vs SW
-2.3%
-21.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.3% | -9.5% | -8.5% |
| 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% | -8.4% |
| 6M | -15.5% | +3.5% | -19.0% | -16.6% |
| YTD | -26.4% | +22.0% | -48.4% | -29.8% |
| 1Y | -31.9% | +2.2% | -34.1% | -33.1% |
| 3Y | -1.0% | +19.6% | -20.6% | -7.2% |
| All | -24.2% | -2.3% | -21.9% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling