+301.0%
DIS vs EWT
+485.8%
-184.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | +4.4% | -3.7% | +8.1% | +5.6% |
| 30D | +10.3% | -17.2% | +27.5% | +19.5% |
| 3M | +15.5% | -7.3% | +22.9% | +18.0% |
| 6M | +11.2% | -1.5% | +12.7% | +8.3% |
| YTD | +5.6% | +49.0% | -43.4% | -17.0% |
| 1Y | +7.7% | +50.6% | -42.9% | -15.9% |
| 3Y | +39.3% | +148.9% | -109.6% | -17.5% |
| 5Y | -29.5% | +116.1% | -145.6% | -55.1% |
| 10Y | +36.3% | +427.8% | -391.6% | -44.6% |
| All | +301.0% | +485.8% | -184.8% | +4.5% |
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 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