+36.6%
DIS vs EWT
+418.9%
-382.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.2% | -5.2% | -1.3% |
| 7D | +5.3% | -5.0% | +10.3% | +7.3% |
| 30D | +10.2% | -16.3% | +26.6% | +19.0% |
| 3M | +13.5% | -7.2% | +20.8% | +15.8% |
| 6M | +11.1% | -0.5% | +11.6% | +6.9% |
| YTD | +5.5% | +50.6% | -45.1% | -20.8% |
| 1Y | +9.1% | +54.8% | -45.7% | -19.5% |
| 3Y | +36.0% | +155.5% | -119.5% | -30.0% |
| 5Y | -29.8% | +116.4% | -146.2% | -59.9% |
| 10Y | +36.6% | +421.4% | -384.8% | -50.5% |
| All | +36.6% | +418.9% | -382.3% | -50.5% |
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