+34.2%
DIS vs WCC
+457.1%
-422.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.0% |
| 7D | +5.2% | -14.7% | +19.9% | +9.3% |
| 30D | +11.5% | -20.1% | +31.5% | +17.4% |
| 3M | +11.5% | -21.2% | +32.7% | +17.1% |
| 6M | +8.9% | -19.2% | +28.0% | +12.3% |
| YTD | +3.4% | +20.2% | -16.8% | -6.1% |
| 1Y | +7.2% | +14.5% | -7.3% | -1.4% |
| 3Y | +43.3% | +115.1% | -71.8% | +2.0% |
| 5Y | -31.4% | +121.5% | -152.9% | -54.0% |
| All | +34.2% | +457.1% | -422.9% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling