+291.9%
DIS vs IWD
+731.9%
-440.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.2% | +1.3% |
| 7D | +5.7% | -0.9% | +6.6% | +6.7% |
| 30D | +12.7% | +2.6% | +10.0% | +9.6% |
| 3M | +15.2% | +1.2% | +13.9% | +13.7% |
| 6M | +17.6% | +12.1% | +5.4% | +3.9% |
| YTD | +3.8% | +24.1% | -20.3% | -17.7% |
| 1Y | +6.8% | +28.5% | -21.7% | -18.4% |
| 3Y | +42.1% | +79.5% | -37.4% | -23.7% |
| 5Y | -31.2% | +70.3% | -101.5% | -60.3% |
| 10Y | +37.6% | +212.5% | -174.9% | -58.5% |
| All | +291.9% | +731.9% | -440.1% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling