-24.2%
DIS vs EW
-12.6%
-11.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.2% |
| 7D | +4.4% | +9.3% | -4.9% | +2.1% |
| 30D | +10.3% | +22.1% | -11.7% | +4.9% |
| 3M | +15.5% | +13.0% | +2.5% | +11.9% |
| 6M | +11.2% | +30.1% | -18.9% | +3.7% |
| YTD | +5.6% | +22.0% | -16.4% | -0.2% |
| 1Y | +7.7% | +23.7% | -16.0% | +1.4% |
| 3Y | +39.3% | +62.0% | -22.7% | +14.0% |
| All | -24.2% | -12.6% | -11.6% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 5y: compounded portfolio wealth divided by compounded EW 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…
5y analysis · Full analysis span regression · 6 months rolling