+300.7%
DIS vs EWT
+491.8%
-191.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.2% | -5.2% | -1.4% |
| 7D | +5.3% | -5.0% | +10.3% | +7.2% |
| 30D | +10.2% | -16.3% | +26.6% | +18.9% |
| 3M | +13.5% | -7.2% | +20.8% | +15.9% |
| 6M | +11.1% | -0.5% | +11.6% | +7.7% |
| YTD | +5.5% | +50.6% | -45.1% | -17.5% |
| 1Y | +9.1% | +54.8% | -45.7% | -15.9% |
| 3Y | +36.0% | +155.5% | -119.5% | -20.5% |
| 5Y | -29.8% | +116.4% | -146.2% | -55.4% |
| 10Y | +36.6% | +421.4% | -384.8% | -44.1% |
| All | +300.7% | +491.8% | -191.1% | +3.9% |
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