+254.3%
DIS vs EWT
+594.1%
-339.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.6% |
| 7D | -2.6% | +4.0% | -6.5% | -4.4% |
| 30D | +3.5% | +10.3% | -6.8% | -1.5% |
| 3M | +6.8% | +6.1% | +0.7% | +2.1% |
| 6M | +3.0% | +56.6% | -53.6% | -19.4% |
| YTD | -6.7% | +76.6% | -83.3% | -31.5% |
| 1Y | -10.1% | +97.9% | -107.9% | -37.9% |
| 3Y | +33.0% | +198.0% | -164.9% | -26.8% |
| 5Y | -40.0% | +151.8% | -191.7% | -64.0% |
| 10Y | +21.1% | +514.1% | -493.1% | -53.8% |
| All | +254.3% | +594.1% | -339.8% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling