-31.9%
ADSK vs WTW
+3.0%
-34.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.1% | -6.1% | -7.6% |
| 7D | -16.4% | -2.6% | -13.8% | -15.6% |
| 30D | -9.2% | -1.0% | -8.2% | -9.0% |
| 3M | -6.7% | +29.9% | -36.7% | -14.2% |
| 6M | -15.5% | +10.7% | -26.2% | -21.1% |
| YTD | -26.4% | +2.6% | -29.0% | -30.9% |
| 1Y | -31.9% | +2.8% | -34.6% | -35.6% |
| All | -31.9% | +3.0% | -34.9% | -35.6% |
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