+34.2%
DIS vs IWD
+207.5%
-173.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +5.2% | -0.5% | +5.7% | +5.8% |
| 30D | +11.5% | +2.7% | +8.8% | +8.4% |
| 3M | +11.5% | +0.9% | +10.6% | +10.5% |
| 6M | +8.9% | +10.5% | -1.7% | -2.4% |
| YTD | +3.4% | +23.7% | -20.3% | -17.8% |
| 1Y | +7.2% | +28.7% | -21.5% | -18.4% |
| 3Y | +43.3% | +79.7% | -36.4% | -23.4% |
| 5Y | -31.4% | +69.7% | -101.1% | -60.6% |
| All | +34.2% | +207.5% | -173.3% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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