-10.2%
ADSK vs WAT
+32.9%
-43.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.7% | +5.4% | +6.7% |
| 7D | +11.4% | -1.9% | +13.4% | +11.8% |
| 30D | +21.9% | +6.2% | +15.7% | +20.2% |
| 3M | +13.9% | +18.1% | -4.2% | +10.0% |
| 6M | +9.1% | +54.9% | -45.8% | -0.7% |
| YTD | -8.8% | +23.1% | -31.9% | -13.8% |
| 1Y | -10.2% | +27.3% | -37.5% | -16.0% |
| All | -10.2% | +32.9% | -43.2% | -16.0% |
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