+2,190.6%
ADSK vs WAT
+10,694.9%
-8,504.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.8% |
| 7D | -14.5% | -1.8% | -12.7% | -14.0% |
| 30D | -19.3% | -1.7% | -17.6% | -18.8% |
| 3M | -7.8% | +9.1% | -16.9% | -10.6% |
| 6M | -20.8% | +32.4% | -53.2% | -28.6% |
| YTD | -30.2% | +6.6% | -36.8% | -32.7% |
| 1Y | -36.5% | +34.7% | -71.2% | -43.7% |
| 3Y | -5.7% | +53.6% | -59.3% | -23.0% |
| 5Y | -28.2% | -4.1% | -24.1% | -31.3% |
| 10Y | +209.1% | +167.9% | +41.3% | +111.9% |
| All | +2,190.6% | +10,694.9% | -8,504.3% | +625.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling