+85.7%
DIS vs NWSA
+127.4%
-41.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.9% |
| 7D | -2.6% | -1.9% | -0.7% | -1.7% |
| 30D | +3.5% | +4.6% | -1.1% | +1.3% |
| 3M | +6.8% | +13.2% | -6.4% | +0.7% |
| 6M | +3.0% | +27.0% | -24.0% | -8.0% |
| YTD | -6.7% | +16.8% | -23.6% | -13.8% |
| 1Y | -10.1% | +4.5% | -14.6% | -12.8% |
| 3Y | +33.0% | +46.2% | -13.2% | +10.1% |
| 5Y | -40.0% | +40.9% | -80.9% | -50.6% |
| 10Y | +21.1% | +145.1% | -124.1% | -26.4% |
| All | +85.7% | +127.4% | -41.7% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling