-23.6%
DIS vs ITW
+37.5%
-61.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | +0.9% | +0.5% | +0.4% | +0.6% |
| 30D | +8.9% | +7.7% | +1.2% | +4.1% |
| 3M | +14.5% | -1.3% | +15.9% | +15.3% |
| 6M | +12.2% | +15.5% | -3.3% | +2.1% |
| YTD | +4.7% | +18.6% | -13.9% | -7.1% |
| 1Y | +2.8% | +19.8% | -17.0% | -9.5% |
| 3Y | +38.1% | +32.5% | +5.6% | +12.0% |
| 5Y | -23.6% | +35.3% | -58.9% | -45.2% |
| All | -23.6% | +37.5% | -61.1% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling