+8.3%
DIS vs EWT
+54.0%
-45.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.2% |
| 7D | +9.1% | -10.9% | +20.0% | +9.7% |
| 30D | +14.8% | -17.7% | +32.5% | +16.1% |
| 3M | +21.2% | -5.0% | +26.2% | +20.9% |
| 6M | +18.3% | +7.4% | +10.9% | +13.8% |
| YTD | +5.4% | +52.8% | -47.5% | -6.5% |
| 1Y | +8.3% | +55.2% | -46.9% | -4.8% |
| All | +8.3% | +54.0% | -45.7% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling