+22.7%
DIS vs ITW
+191.6%
-168.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.3% |
| 7D | -1.3% | -2.4% | +1.1% | +0.2% |
| 30D | +2.2% | -9.5% | +11.7% | +8.5% |
| 3M | +8.1% | +6.6% | +1.5% | +3.7% |
| 6M | +5.2% | -1.8% | +7.0% | +5.7% |
| YTD | -6.3% | +9.0% | -15.3% | -11.9% |
| 1Y | -7.3% | +3.6% | -10.8% | -10.3% |
| 3Y | +33.8% | +19.4% | +14.3% | +17.5% |
| 5Y | -40.7% | +36.4% | -77.1% | -52.6% |
| All | +22.7% | +191.6% | -168.9% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ITW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling