+20.8%
DIS vs ITW
+190.2%
-169.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.2% |
| 7D | -3.5% | -1.9% | -1.6% | -2.4% |
| 30D | +1.0% | -10.4% | +11.3% | +7.8% |
| 3M | +5.7% | +3.5% | +2.2% | +3.1% |
| 6M | +3.3% | -3.4% | +6.6% | +4.8% |
| YTD | -7.7% | +8.5% | -16.2% | -13.0% |
| 1Y | -10.0% | +3.2% | -13.2% | -12.7% |
| 3Y | +31.7% | +18.9% | +12.8% | +16.0% |
| 5Y | -42.2% | +35.0% | -77.2% | -53.5% |
| All | +20.8% | +190.2% | -169.5% | -31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling