+21.2%
DIS vs W
+146.2%
-125.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.3% |
| 7D | -1.1% | +6.5% | -7.6% | -1.9% |
| 30D | +0.1% | -6.2% | +6.4% | +0.9% |
| 3M | +7.1% | +48.9% | -41.8% | +0.2% |
| 6M | +4.3% | +31.2% | -26.9% | -1.3% |
| YTD | -6.9% | -0.4% | -6.5% | -9.2% |
| 1Y | -10.3% | +14.8% | -25.1% | -14.8% |
| 3Y | +32.8% | +40.5% | -7.7% | +15.3% |
| 5Y | -41.5% | -62.1% | +20.7% | -47.1% |
| 10Y | +21.2% | +141.5% | -120.3% | -23.0% |
| All | +21.2% | +146.2% | -125.0% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded W 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling