+743.5%
DIS vs WAB
+4,103.0%
-3,359.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.0% |
| 7D | +5.2% | +1.4% | +3.8% | +4.8% |
| 30D | +11.5% | +0.4% | +11.0% | +11.2% |
| 3M | +11.5% | -3.8% | +15.4% | +12.5% |
| 6M | +8.9% | +5.1% | +3.8% | +6.4% |
| YTD | +3.4% | +33.3% | -29.9% | -6.2% |
| 1Y | +7.2% | +39.8% | -32.6% | -4.1% |
| 3Y | +43.3% | +161.1% | -117.7% | +5.6% |
| 5Y | -31.4% | +209.5% | -240.9% | -52.2% |
| 10Y | +37.1% | +293.8% | -256.8% | -15.4% |
| All | +743.5% | +4,103.0% | -3,359.5% | +183.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling