+8.2%
DIS vs TW
+301.3%
-293.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +1.9% | +3.9% | -2.0% | +0.8% |
| 30D | +9.2% | +19.9% | -10.8% | +3.5% |
| 3M | +13.5% | +25.9% | -12.4% | +6.0% |
| 6M | +14.3% | +21.1% | -6.9% | +7.4% |
| YTD | +5.4% | +23.9% | -18.5% | -2.4% |
| 1Y | +12.2% | +21.2% | -9.1% | +4.5% |
| 3Y | +37.2% | +44.8% | -7.6% | +17.5% |
| 5Y | -23.1% | +41.4% | -64.5% | -35.7% |
| All | +8.2% | +301.3% | -293.1% | -32.8% |
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