+39.6%
DIS vs SW
+189.7%
-150.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +3.7% |
| 7D | +9.1% | +12.1% | -3.0% | +7.5% |
| 30D | +14.8% | +6.6% | +8.3% | +13.9% |
| 3M | +21.2% | -6.0% | +27.2% | +22.0% |
| 6M | +18.3% | +21.5% | -3.2% | +15.1% |
| YTD | +5.4% | +20.3% | -15.0% | +2.2% |
| 1Y | +8.3% | +28.1% | -19.9% | +4.2% |
| 3Y | +44.2% | +51.6% | -7.4% | +35.5% |
| 5Y | -28.0% | -0.1% | -27.8% | -31.3% |
| 10Y | +39.6% | +189.7% | -150.1% | +16.9% |
| All | +39.6% | +189.7% | -150.1% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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