-22.5%
DIS vs GWRE
+26.4%
-48.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | +1.9% | -2.0% | +3.9% | +2.3% |
| 30D | +9.2% | -4.1% | +13.2% | +9.8% |
| 3M | +13.5% | -13.4% | +26.9% | +15.4% |
| 6M | +14.3% | +26.0% | -11.7% | +4.9% |
| YTD | +5.4% | -21.3% | +26.7% | +8.1% |
| 1Y | +12.2% | -27.5% | +39.7% | +17.6% |
| 3Y | +37.2% | +72.7% | -35.5% | -0.5% |
| All | -22.5% | +26.4% | -48.9% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 5y: compounded portfolio wealth divided by compounded GWRE 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…
5y analysis · Full analysis span regression · 6 months rolling