-7.9%
SHW vs ADSK
-31.6%
+23.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.3% | +8.7% | +0.9% |
| 7D | -3.2% | -16.4% | +13.2% | -2.1% |
| 30D | -9.5% | -9.2% | -0.3% | -9.0% |
| 3M | +11.5% | -6.7% | +18.2% | +10.7% |
| 6M | -3.5% | -15.5% | +12.0% | -4.1% |
| YTD | +3.7% | -26.4% | +30.1% | +5.4% |
| 1Y | -7.9% | -31.9% | +24.0% | -4.8% |
| All | -7.9% | -31.6% | +23.7% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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