+1,628.0%
DIS vs GWW
+15,772.9%
-14,144.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +5.2% | +6.0% | -0.8% | +2.9% |
| 30D | +11.5% | +14.0% | -2.6% | +5.8% |
| 3M | +11.5% | +12.5% | -1.0% | +6.2% |
| 6M | +8.9% | +23.6% | -14.8% | -0.5% |
| YTD | +3.4% | +43.6% | -40.2% | -11.1% |
| 1Y | +7.2% | +52.5% | -45.3% | -10.0% |
| 3Y | +43.3% | +92.6% | -49.3% | +8.3% |
| 5Y | -31.4% | +219.0% | -250.5% | -58.3% |
| 10Y | +37.1% | +713.8% | -676.7% | -46.2% |
| All | +1,628.0% | +15,772.9% | -14,144.8% | +102.3% |
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