+31.0%
DIS vs EWT
+448.2%
-417.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | +0.2% |
| 7D | +0.9% | +13.2% | -12.4% | -5.1% |
| 30D | +8.9% | -14.3% | +23.2% | +16.1% |
| 3M | +14.5% | -8.4% | +23.0% | +17.6% |
| 6M | +12.2% | +3.7% | +8.5% | +5.6% |
| YTD | +4.7% | +53.1% | -48.4% | -22.1% |
| 1Y | +2.8% | +55.5% | -52.7% | -24.3% |
| 3Y | +38.1% | +155.6% | -117.5% | -28.9% |
| 5Y | -23.6% | +119.3% | -142.9% | -56.7% |
| All | +31.0% | +448.2% | -417.2% | -53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling