+280.4%
SHW vs ADSK
+222.2%
+58.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | -3.1% | -2.5% | -0.6% | -2.4% |
| 30D | -10.0% | -14.9% | +4.8% | -6.0% |
| 3M | +2.3% | +3.3% | -1.1% | +0.6% |
| 6M | +0.7% | -15.7% | +16.3% | +4.3% |
| YTD | +0.5% | -28.2% | +28.7% | +8.7% |
| 1Y | -11.5% | -34.5% | +23.1% | -1.5% |
| 3Y | +21.3% | -2.9% | +24.2% | +17.1% |
| 5Y | +12.5% | -25.3% | +37.9% | +13.2% |
| All | +280.4% | +222.2% | +58.2% | +146.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling