+36.6%
DIS vs WAB
+305.5%
-268.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | -0.1% |
| 7D | +5.3% | +4.0% | +1.3% | +3.6% |
| 30D | +10.2% | +4.5% | +5.8% | +8.0% |
| 3M | +13.5% | +2.3% | +11.3% | +12.0% |
| 6M | +11.1% | +12.5% | -1.4% | +4.5% |
| YTD | +5.5% | +40.2% | -34.7% | -10.0% |
| 1Y | +9.1% | +45.2% | -36.1% | -8.4% |
| 3Y | +36.0% | +171.8% | -135.8% | -13.8% |
| 5Y | -29.8% | +217.6% | -247.4% | -58.8% |
| 10Y | +36.6% | +285.3% | -248.7% | -34.4% |
| All | +36.6% | +305.5% | -268.9% | -34.4% |
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