-41.1%
DIS vs GWW
+224.0%
-265.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.1% |
| 7D | -2.6% | +1.4% | -4.0% | -3.1% |
| 30D | +3.5% | +3.3% | +0.2% | +2.1% |
| 3M | +6.8% | +2.9% | +3.9% | +5.2% |
| 6M | +3.0% | +15.8% | -12.8% | -3.5% |
| YTD | -6.7% | +32.0% | -38.8% | -17.1% |
| 1Y | -10.1% | +29.9% | -40.0% | -19.7% |
| 3Y | +33.0% | +91.1% | -58.0% | -0.1% |
| All | -41.1% | +224.0% | -265.1% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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