+1,663.1%
DIS vs GWW
+15,877.3%
-14,214.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +1.8% |
| 7D | +5.3% | +5.3% | 0.0% | +3.2% |
| 30D | +10.2% | +12.4% | -2.2% | +5.3% |
| 3M | +13.5% | +13.7% | -0.2% | +7.7% |
| 6M | +11.1% | +18.0% | -6.9% | +3.5% |
| YTD | +5.5% | +44.6% | -39.1% | -9.5% |
| 1Y | +9.1% | +53.1% | -44.0% | -8.5% |
| 3Y | +36.0% | +90.2% | -54.2% | +3.2% |
| 5Y | -29.8% | +215.0% | -244.8% | -57.1% |
| 10Y | +36.6% | +658.9% | -622.3% | -44.8% |
| All | +1,663.1% | +15,877.3% | -14,214.1% | +105.9% |
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