+34.2%
DIS vs WAT
+227.3%
-193.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | +5.2% | -1.1% | +6.3% | +5.6% |
| 30D | +11.5% | +5.0% | +6.5% | +9.5% |
| 3M | +11.5% | +14.5% | -3.0% | +6.3% |
| 6M | +8.9% | +30.9% | -22.0% | -1.6% |
| YTD | +3.4% | +20.5% | -17.1% | -4.8% |
| 1Y | +7.2% | +23.3% | -16.1% | -2.2% |
| 3Y | +43.3% | +81.5% | -38.2% | +6.5% |
| 5Y | -31.4% | +33.4% | -64.8% | -43.3% |
| All | +34.2% | +227.3% | -193.1% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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