+206.7%
DIS vs GWRE
+869.7%
-663.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -19.9% | +18.2% | +2.6% |
| 7D | -2.6% | -21.1% | +18.5% | +2.0% |
| 30D | +3.5% | +1.3% | +2.2% | +2.2% |
| 3M | +6.8% | +7.4% | -0.6% | +3.3% |
| 6M | +3.0% | +5.6% | -2.6% | -1.4% |
| YTD | -6.7% | -19.2% | +12.5% | -5.3% |
| 1Y | -10.1% | -25.1% | +15.1% | -7.8% |
| 3Y | +33.0% | +87.7% | -54.7% | +4.8% |
| 5Y | -40.0% | +32.0% | -72.0% | -49.8% |
| 10Y | +21.1% | +157.8% | -136.7% | -13.8% |
| All | +206.7% | +869.7% | -663.0% | +93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling