+36.6%
DIS vs BBWI
-41.3%
+77.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.2% | +1.7% |
| 7D | +5.3% | -6.2% | +11.5% | +6.6% |
| 30D | +10.2% | +25.5% | -15.2% | +5.4% |
| 3M | +13.5% | +8.0% | +5.6% | +11.1% |
| 6M | +11.1% | +12.7% | -1.6% | +7.0% |
| YTD | +5.5% | +11.6% | -6.1% | +0.8% |
| 1Y | +9.1% | -0.9% | +10.0% | +5.7% |
| 3Y | +36.0% | -22.7% | +58.7% | +33.6% |
| 5Y | -29.8% | -67.2% | +37.3% | -22.1% |
| 10Y | +36.6% | -43.7% | +80.3% | +12.1% |
| All | +36.6% | -41.3% | +77.9% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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