+34.2%
DIS vs BBWI
-43.7%
+77.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.2% |
| 7D | +5.2% | -6.2% | +11.4% | +6.5% |
| 30D | +11.5% | +19.9% | -8.5% | +7.5% |
| 3M | +11.5% | +7.1% | +4.4% | +9.2% |
| 6M | +8.9% | +13.7% | -4.8% | +4.7% |
| YTD | +3.4% | +9.6% | -6.2% | -0.8% |
| 1Y | +7.2% | -1.6% | +8.8% | +4.0% |
| 3Y | +43.3% | -25.9% | +69.2% | +41.8% |
| 5Y | -31.4% | -67.8% | +36.4% | -23.6% |
| All | +34.2% | -43.7% | +77.9% | +10.6% |
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