-31.9%
ADSK vs WAT
+41.4%
-73.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.0% | -7.2% | -8.1% |
| 7D | -16.4% | -1.3% | -15.1% | -16.2% |
| 30D | -9.2% | +2.3% | -11.6% | -9.5% |
| 3M | -6.7% | +8.7% | -15.5% | -8.1% |
| 6M | -15.5% | +28.3% | -43.8% | -19.5% |
| YTD | -26.4% | +7.8% | -34.2% | -28.3% |
| 1Y | -31.9% | +36.6% | -68.5% | -35.4% |
| All | -31.9% | +41.4% | -73.3% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling