-19.0%
ADSK vs SW
-2.3%
-16.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.0% |
| 7D | +1.0% | -2.9% | +4.0% | +1.5% |
| 30D | +14.4% | +5.0% | +9.4% | +13.5% |
| 3M | +2.5% | -13.7% | +16.2% | +4.9% |
| 6M | +14.5% | +8.0% | +6.4% | +12.3% |
| YTD | -10.7% | +14.0% | -24.6% | -13.9% |
| 1Y | -11.0% | +25.6% | -36.6% | -15.9% |
| 3Y | +25.9% | +40.1% | -14.3% | +14.7% |
| All | -19.0% | -2.3% | -16.7% | -28.0% |
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