+286.7%
DIS vs SW
+755.0%
-468.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | -2.6% | -5.1% | +2.5% | -2.3% |
| 30D | +3.5% | -4.6% | +8.1% | +3.8% |
| 3M | +6.8% | +9.4% | -2.6% | +6.1% |
| 6M | +3.0% | +3.5% | -0.5% | +2.5% |
| YTD | -6.7% | +22.0% | -28.8% | -8.2% |
| 1Y | -10.1% | +2.2% | -12.3% | -10.7% |
| 3Y | +33.0% | +19.6% | +13.5% | +30.4% |
| 5Y | -40.0% | -2.3% | -37.7% | -41.4% |
| 10Y | +21.1% | +181.4% | -160.3% | +14.3% |
| All | +286.7% | +755.0% | -468.3% | +263.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling