-24.5%
ADSK vs WAT
-3.5%
-21.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.3% |
| 7D | -2.5% | -0.3% | -2.3% | -2.4% |
| 30D | -14.9% | -1.9% | -13.0% | -14.2% |
| 3M | +3.3% | +13.5% | -10.2% | -1.8% |
| 6M | -15.7% | +37.2% | -52.9% | -26.5% |
| YTD | -28.2% | +7.5% | -35.8% | -31.4% |
| 1Y | -34.5% | +35.0% | -69.6% | -43.7% |
| 3Y | -2.9% | +55.1% | -58.0% | -30.3% |
| All | -24.5% | -3.5% | -21.0% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling