-3.3%
ADSK vs WAT
+52.2%
-55.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | -10.9% | -2.9% | -8.0% | -10.3% |
| 30D | -15.9% | -3.2% | -12.7% | -15.2% |
| 3M | -4.4% | +10.6% | -15.0% | -6.6% |
| 6M | -16.6% | +34.0% | -50.7% | -22.6% |
| YTD | -28.5% | +5.7% | -34.3% | -30.0% |
| 1Y | -34.6% | +37.1% | -71.7% | -40.2% |
| All | -3.3% | +52.2% | -55.4% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling