+252.0%
DIS vs IWD
+726.5%
-474.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.0% |
| 7D | -2.6% | -0.3% | -2.3% | -2.3% |
| 30D | +3.5% | +0.6% | +2.9% | +2.9% |
| 3M | +6.8% | +7.2% | -0.4% | -0.9% |
| 6M | +3.0% | +16.2% | -13.2% | -12.4% |
| YTD | -6.7% | +23.3% | -30.1% | -25.5% |
| 1Y | -10.1% | +29.6% | -39.6% | -31.9% |
| 3Y | +33.0% | +70.5% | -37.4% | -24.6% |
| 5Y | -40.0% | +73.5% | -113.5% | -66.1% |
| 10Y | +21.1% | +198.3% | -177.3% | -61.6% |
| All | +252.0% | +726.5% | -474.5% | -65.8% |
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 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