+32.9%
DIS vs W
+224.5%
-191.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.1% |
| 7D | +0.6% | -7.4% | +8.0% | +1.6% |
| 30D | +10.3% | +7.8% | +2.5% | +9.0% |
| 3M | +15.6% | +10.9% | +4.7% | +13.6% |
| 6M | +15.1% | +86.4% | -71.3% | +4.1% |
| YTD | +6.0% | +14.0% | -8.0% | +1.3% |
| 1Y | +5.7% | +3.5% | +2.2% | +2.2% |
| 3Y | +39.8% | +164.8% | -125.0% | +11.8% |
| 5Y | -23.9% | -53.1% | +29.2% | -33.0% |
| 10Y | +32.9% | +220.4% | -187.5% | -16.3% |
| All | +32.9% | +224.5% | -191.6% | -16.3% |
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