+435.1%
DIS vs WBD
+293.1%
+142.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.6% | -1.8% | -0.8% | -2.0% |
| 30D | +3.5% | +8.8% | -5.3% | +0.7% |
| 3M | +6.8% | +4.6% | +2.2% | +5.1% |
| 6M | +3.0% | +1.1% | +1.9% | +2.5% |
| YTD | -6.7% | -2.0% | -4.7% | -6.3% |
| 1Y | -10.1% | +140.0% | -150.1% | -34.8% |
| 3Y | +33.0% | +144.4% | -111.3% | -11.7% |
| 5Y | -40.0% | -0.2% | -39.8% | -49.2% |
| 10Y | +21.1% | +9.1% | +11.9% | -15.8% |
| All | +435.1% | +293.1% | +142.0% | +104.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling