-4.4%
DIS vs TW
+211.4%
-215.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.6% |
| 7D | -1.1% | -3.5% | +2.4% | -0.1% |
| 30D | +0.1% | +0.5% | -0.4% | -0.1% |
| 3M | +7.1% | +4.9% | +2.1% | +5.1% |
| 6M | +4.3% | -17.1% | +21.4% | +9.4% |
| YTD | -6.9% | -3.9% | -3.1% | -7.1% |
| 1Y | -10.3% | -13.3% | +2.9% | -7.7% |
| 3Y | +32.8% | +20.9% | +11.9% | +19.3% |
| 5Y | -41.5% | +20.5% | -62.0% | -48.8% |
| All | -4.4% | +211.4% | -215.8% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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