-24.5%
ADSK vs WTW
+42.0%
-66.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.5% | -5.7% | +3.2% | +0.3% |
| 30D | -14.9% | -7.3% | -7.6% | -11.7% |
| 3M | +3.3% | +21.5% | -18.1% | -6.2% |
| 6M | -15.7% | +9.6% | -25.3% | -20.1% |
| YTD | -28.2% | -3.3% | -25.0% | -28.5% |
| 1Y | -34.5% | -6.1% | -28.4% | -33.9% |
| 3Y | -2.9% | +61.8% | -64.7% | -33.8% |
| All | -24.5% | +42.0% | -66.5% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling