+215.4%
ADSK vs WAT
+170.9%
+44.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.4% |
| 7D | -2.5% | -0.3% | -2.3% | -2.4% |
| 30D | -14.9% | -1.9% | -13.0% | -14.1% |
| 3M | +3.3% | +13.5% | -10.2% | -3.0% |
| 6M | -15.7% | +37.2% | -52.9% | -28.8% |
| YTD | -28.2% | +7.5% | -35.8% | -32.3% |
| 1Y | -34.5% | +35.0% | -69.6% | -45.4% |
| 3Y | -2.9% | +55.1% | -58.0% | -31.9% |
| 5Y | -25.3% | -2.8% | -22.5% | -31.2% |
| All | +215.4% | +170.9% | +44.4% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling