-40.7%
DIS vs GWRE
+14.4%
-55.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | -1.3% | -30.9% | +29.7% | +6.3% |
| 30D | +2.2% | -20.7% | +22.9% | +6.4% |
| 3M | +8.1% | +20.2% | -12.0% | +1.7% |
| 6M | +5.2% | -11.9% | +17.1% | +5.0% |
| YTD | -6.3% | -30.3% | +24.0% | -0.8% |
| 1Y | -7.3% | -44.6% | +37.4% | +4.6% |
| 3Y | +33.8% | +48.8% | -15.0% | +1.1% |
| 5Y | -40.7% | +14.8% | -55.5% | -53.4% |
| All | -40.7% | +14.4% | -55.2% | -53.4% |
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