+8.9%
DIS vs EWT
-5.0%
+13.9%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.2% |
| 7D | +5.2% | -11.7% | +17.0% | +4.7% |
| 30D | +11.5% | -23.2% | +34.7% | +10.1% |
| 3M | +11.5% | -12.5% | +24.0% | +10.5% |
| 6M | +8.9% | -5.9% | +14.8% | +5.8% |
| All | +8.9% | -5.0% | +13.9% | +5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling