+22.0%
DIS vs BBWI
-54.1%
+76.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.6% | -2.3% |
| 7D | -2.6% | +1.5% | -4.1% | -2.9% |
| 30D | +3.5% | -5.2% | +8.7% | +4.2% |
| 3M | +6.8% | +11.1% | -4.3% | +3.9% |
| 6M | +3.0% | -13.4% | +16.4% | +4.3% |
| YTD | -6.7% | +0.1% | -6.8% | -8.6% |
| 1Y | -10.1% | -36.1% | +26.0% | -4.9% |
| 3Y | +33.0% | -44.1% | +77.1% | +39.5% |
| 5Y | -40.0% | -66.2% | +26.2% | -33.3% |
| All | +22.0% | -54.1% | +76.1% | +5.9% |
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