-36.0%
DIS vs WBD
-15.2%
-20.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +1.0% | +6.7% | -5.6% | -0.6% |
| 30D | -1.2% | +19.3% | -20.5% | -5.7% |
| 3M | -5.9% | +78.9% | -84.8% | -20.8% |
| 6M | +21.4% | +171.9% | -150.5% | -9.6% |
| YTD | +0.4% | +115.3% | -114.9% | -21.0% |
| 1Y | +16.2% | +177.2% | -161.0% | -15.2% |
| 3Y | +13.7% | +118.2% | -104.5% | -16.8% |
| All | -36.0% | -15.2% | -20.8% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling