+215.4%
ADSK vs WTW
+198.0%
+17.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.5% | -5.7% | +3.2% | +0.6% |
| 30D | -14.9% | -7.3% | -7.6% | -11.5% |
| 3M | +3.3% | +21.5% | -18.1% | -7.0% |
| 6M | -15.7% | +9.6% | -25.3% | -20.3% |
| YTD | -28.2% | -3.3% | -25.0% | -28.4% |
| 1Y | -34.5% | -6.1% | -28.4% | -33.7% |
| 3Y | -2.9% | +61.8% | -64.7% | -30.9% |
| 5Y | -25.3% | +42.7% | -68.0% | -43.0% |
| All | +215.4% | +198.0% | +17.3% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling