+43.9%
DIS vs W
+126.8%
-82.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.2% | +6.8% | -0.4% |
| 7D | +5.7% | -5.6% | +11.3% | +6.4% |
| 30D | +12.7% | +7.5% | +5.2% | +11.5% |
| 3M | +15.2% | +5.4% | +9.8% | +14.0% |
| 6M | +17.6% | +79.4% | -61.8% | +6.7% |
| YTD | +3.8% | +12.9% | -9.1% | -0.6% |
| 1Y | +6.8% | +12.4% | -5.6% | +2.1% |
| All | +43.9% | +126.8% | -82.9% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling