+21.5%
DIS vs W
+144.9%
-123.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.3% | -2.1% |
| 7D | -2.6% | -4.2% | +1.6% | -2.1% |
| 30D | +3.5% | -7.6% | +11.1% | +4.5% |
| 3M | +6.8% | +37.2% | -30.3% | +1.1% |
| 6M | +3.0% | +26.3% | -23.3% | -2.1% |
| YTD | -6.7% | -1.0% | -5.8% | -8.9% |
| 1Y | -10.1% | +20.1% | -30.2% | -15.2% |
| 3Y | +33.0% | +37.8% | -4.7% | +15.7% |
| 5Y | -40.0% | -63.7% | +23.7% | -45.5% |
| All | +21.5% | +144.9% | -123.4% | -22.7% |
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