+34.7%
DIS vs WBD
+96.0%
-61.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +1.0% | +6.7% | -5.6% | -0.2% |
| 30D | -1.2% | +19.3% | -20.5% | -4.5% |
| 3M | -5.9% | +78.9% | -84.8% | -17.2% |
| 6M | +21.4% | +171.9% | -150.5% | -3.2% |
| YTD | +0.4% | +115.3% | -114.9% | -17.3% |
| 1Y | +16.2% | +177.2% | -161.0% | -7.2% |
| All | +34.7% | +96.0% | -61.3% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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