+36.3%
DIS vs WAB
+288.7%
-252.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.7% |
| 7D | +4.4% | +4.0% | +0.4% | +2.6% |
| 30D | +10.3% | +6.3% | +4.0% | +7.3% |
| 3M | +15.5% | +3.3% | +12.3% | +13.5% |
| 6M | +11.2% | +14.5% | -3.3% | +3.8% |
| YTD | +5.6% | +42.7% | -37.1% | -10.6% |
| 1Y | +7.7% | +45.2% | -37.4% | -9.5% |
| 3Y | +39.3% | +173.8% | -134.5% | -12.0% |
| 5Y | -29.5% | +223.8% | -253.3% | -59.0% |
| 10Y | +36.3% | +280.5% | -244.2% | -35.4% |
| All | +36.3% | +288.7% | -252.5% | -35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling