+33.8%
DIS vs WAT
+46.1%
-12.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -2.6% | -1.3% | -1.3% | -2.3% |
| 30D | +3.5% | +2.3% | +1.1% | +3.0% |
| 3M | +6.8% | +8.7% | -1.9% | +4.9% |
| 6M | +3.0% | +28.3% | -25.3% | -2.8% |
| YTD | -6.7% | +7.8% | -14.5% | -8.9% |
| 1Y | -10.1% | +36.6% | -46.7% | -16.7% |
| All | +33.8% | +46.1% | -12.3% | +19.4% |
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