+1,458.7%
DIS vs GWW
+14,492.5%
-13,033.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.1% |
| 7D | -2.6% | +1.4% | -4.0% | -3.2% |
| 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% | -3.3% |
| YTD | -6.7% | +32.0% | -38.8% | -17.0% |
| 1Y | -10.1% | +29.9% | -40.0% | -19.6% |
| 3Y | +33.0% | +91.1% | -58.0% | +0.8% |
| 5Y | -40.0% | +223.9% | -263.9% | -63.7% |
| 10Y | +21.1% | +567.0% | -546.0% | -48.6% |
| All | +1,458.7% | +14,492.5% | -13,033.8% | +88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling