+7.7%
DIS vs WAB
+45.2%
-37.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +1.1% |
| 7D | +5.3% | +4.0% | +1.3% | +4.5% |
| 30D | +10.2% | +4.5% | +5.8% | +9.3% |
| 3M | +13.5% | +2.3% | +11.3% | +12.9% |
| 6M | +11.1% | +12.5% | -1.4% | +7.1% |
| YTD | +5.5% | +40.2% | -34.7% | -8.7% |
| All | +7.7% | +45.2% | -37.5% | -8.4% |
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 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