+21.2%
DIS vs WAB
+283.1%
-261.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -1.1% | +1.7% | -2.8% | -1.8% |
| 30D | +0.1% | -2.4% | +2.6% | +1.1% |
| 3M | +7.1% | +9.7% | -2.6% | +2.2% |
| 6M | +4.3% | +16.5% | -12.3% | -3.3% |
| YTD | -6.9% | +33.7% | -40.7% | -18.7% |
| 1Y | -10.3% | +49.7% | -60.0% | -25.5% |
| 3Y | +32.8% | +170.9% | -138.1% | -15.3% |
| 5Y | -41.5% | +228.0% | -269.5% | -65.8% |
| 10Y | +21.2% | +284.8% | -263.6% | -41.6% |
| All | +21.2% | +283.1% | -261.9% | -41.6% |
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