+43.3%
DIS vs WAB
+157.8%
-114.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.0% |
| 7D | +5.2% | +1.4% | +3.8% | +4.7% |
| 30D | +11.5% | +0.4% | +11.0% | +11.1% |
| 3M | +11.5% | -3.8% | +15.4% | +12.7% |
| 6M | +8.9% | +5.1% | +3.8% | +5.6% |
| YTD | +3.4% | +33.3% | -29.9% | -10.1% |
| 1Y | +7.2% | +39.8% | -32.6% | -8.8% |
| 3Y | +43.3% | +161.1% | -117.7% | -11.4% |
| All | +43.3% | +157.8% | -114.5% | -11.4% |
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 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