+38.0%
DIS vs WAT
+86.6%
-48.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.6% |
| 7D | +0.6% | +0.7% | -0.1% | +0.4% |
| 30D | +10.3% | +9.0% | +1.3% | +8.3% |
| 3M | +15.6% | +13.5% | +2.1% | +12.5% |
| 6M | +15.1% | +35.3% | -20.2% | +7.8% |
| YTD | +6.0% | +24.0% | -18.0% | +0.5% |
| 1Y | +5.7% | +22.0% | -16.3% | +0.6% |
| All | +38.0% | +86.6% | -48.6% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling