+36.3%
DIS vs WAB
+171.1%
-134.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | +0.9% | +7.9% | -7.0% | -1.8% |
| 30D | +8.9% | +4.9% | +4.0% | +6.9% |
| 3M | +14.5% | +1.8% | +12.8% | +13.5% |
| 6M | +12.2% | +12.0% | +0.3% | +6.5% |
| YTD | +4.7% | +41.3% | -36.6% | -10.6% |
| 1Y | +2.8% | +43.8% | -41.0% | -13.0% |
| All | +36.3% | +171.1% | -134.8% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling