+39.3%
DIS vs W
+164.5%
-125.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.6% |
| 7D | +4.4% | +1.1% | +3.3% | +4.2% |
| 30D | +10.3% | +6.4% | +3.9% | +9.2% |
| 3M | +15.5% | +9.0% | +6.6% | +13.8% |
| 6M | +11.2% | +69.8% | -58.6% | +1.3% |
| YTD | +5.6% | +12.1% | -6.5% | +1.0% |
| 1Y | +7.7% | 0.0% | +7.7% | +4.7% |
| 3Y | +39.3% | +160.3% | -121.1% | +10.3% |
| All | +39.3% | +164.5% | -125.2% | +10.3% |
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 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