-10.2%
ADSK vs WTW
+8.6%
-18.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.0% | +4.1% | +5.7% |
| 7D | +11.4% | +4.9% | +6.5% | +9.2% |
| 30D | +21.9% | +17.1% | +4.8% | +14.4% |
| 3M | +13.9% | -0.3% | +14.2% | +13.4% |
| 6M | +9.1% | +30.7% | -21.5% | -1.0% |
| YTD | -8.8% | +3.7% | -12.5% | -15.1% |
| 1Y | -10.2% | +5.9% | -16.1% | -16.4% |
| All | -10.2% | +8.6% | -18.8% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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