+34.2%
DIS vs W
+238.4%
-204.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | +5.2% | -3.6% | +8.8% | +5.7% |
| 30D | +11.5% | +7.0% | +4.5% | +10.3% |
| 3M | +11.5% | +7.4% | +4.2% | +10.1% |
| 6M | +8.9% | +69.3% | -60.4% | -0.3% |
| YTD | +3.4% | +11.3% | -7.9% | -0.8% |
| 1Y | +7.2% | +13.2% | -6.0% | +2.4% |
| 3Y | +43.3% | +142.0% | -98.7% | +15.9% |
| 5Y | -31.4% | -54.6% | +23.2% | -39.4% |
| All | +34.2% | +238.4% | -204.2% | -15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling