-41.5%
DIS vs ITW
+36.7%
-78.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | -1.1% | -0.4% | -0.7% | -0.8% |
| 30D | +0.1% | -9.4% | +9.6% | +6.4% |
| 3M | +7.1% | +7.1% | 0.0% | +2.2% |
| 6M | +4.3% | -1.9% | +6.1% | +4.9% |
| YTD | -6.9% | +10.4% | -17.4% | -13.6% |
| 1Y | -10.3% | +3.3% | -13.6% | -13.2% |
| 3Y | +32.8% | +21.0% | +11.8% | +14.0% |
| 5Y | -41.5% | +36.3% | -77.8% | -57.4% |
| All | -41.5% | +36.7% | -78.2% | -57.4% |
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 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