-41.7%
DIS vs NWSA
+40.6%
-82.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | +0.8% |
| 7D | -1.1% | -2.6% | +1.6% | +0.4% |
| 30D | +0.1% | +4.6% | -4.4% | -2.3% |
| 3M | +7.1% | +10.2% | -3.1% | +1.1% |
| 6M | +4.3% | +21.6% | -17.4% | -7.1% |
| YTD | -6.9% | +14.6% | -21.6% | -14.7% |
| 1Y | -10.3% | +0.4% | -10.7% | -11.5% |
| 3Y | +32.8% | +45.0% | -12.2% | +4.1% |
| All | -41.7% | +40.6% | -82.3% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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