+33.8%
DIS vs SW
+19.6%
+14.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.0% |
| 7D | -2.6% | -5.1% | +2.5% | -1.6% |
| 30D | +3.5% | -4.6% | +8.1% | +4.3% |
| 3M | +6.8% | +9.4% | -2.6% | +4.5% |
| 6M | +3.0% | +3.5% | -0.5% | +1.5% |
| YTD | -6.7% | +22.0% | -28.8% | -11.3% |
| 1Y | -10.1% | +2.2% | -12.3% | -11.9% |
| All | +33.8% | +19.6% | +14.2% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling