+12.2%
DIS vs TW
+21.1%
-8.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | +1.9% | +3.9% | -2.0% | +1.5% |
| 30D | +9.2% | +19.9% | -10.8% | +7.4% |
| 3M | +13.5% | +25.9% | -12.4% | +11.3% |
| 6M | +14.3% | +21.1% | -6.9% | +12.0% |
| YTD | +5.4% | +23.9% | -18.5% | +4.2% |
| 1Y | +12.2% | +21.2% | -9.1% | +11.8% |
| All | +12.2% | +21.1% | -8.9% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling