+8.3%
DIS vs WAB
+46.5%
-38.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +4.0% |
| 7D | +9.1% | +4.5% | +4.6% | +8.2% |
| 30D | +14.8% | +1.1% | +13.7% | +14.6% |
| 3M | +21.2% | -1.3% | +22.4% | +21.5% |
| 6M | +18.3% | +12.7% | +5.6% | +13.7% |
| YTD | +5.4% | +38.7% | -33.3% | -8.8% |
| 1Y | +8.3% | +44.9% | -36.7% | -10.3% |
| All | +8.3% | +46.5% | -38.3% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling