+51.4%
DIS vs W
+214.9%
-163.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.2% | +6.8% | -0.5% |
| 7D | +5.7% | -5.6% | +11.3% | +6.3% |
| 30D | +12.7% | +7.5% | +5.2% | +11.5% |
| 3M | +15.2% | +5.4% | +9.8% | +14.1% |
| 6M | +17.6% | +79.4% | -61.8% | +7.8% |
| YTD | +3.8% | +12.9% | -9.1% | -0.2% |
| 1Y | +6.8% | +12.4% | -5.6% | +2.5% |
| 3Y | +42.1% | +128.5% | -86.4% | +18.2% |
| 5Y | -31.2% | -54.0% | +22.8% | -38.7% |
| 10Y | +37.6% | +248.8% | -211.1% | -8.1% |
| All | +51.4% | +214.9% | -163.6% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling