+315.4%
DIS vs WCN
+7,914.0%
-7,598.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | +5.3% | +1.2% | +4.1% | +5.0% |
| 30D | +10.2% | +24.6% | -14.3% | +4.0% |
| 3M | +13.5% | +14.2% | -0.7% | +9.6% |
| 6M | +11.1% | +25.7% | -14.6% | +4.5% |
| YTD | +5.5% | +9.3% | -3.8% | +2.5% |
| 1Y | +9.1% | +15.3% | -6.2% | +4.6% |
| 3Y | +36.0% | +48.6% | -12.6% | +21.4% |
| 5Y | -29.8% | +46.9% | -76.8% | -37.4% |
| 10Y | +36.6% | +298.1% | -261.5% | -3.8% |
| All | +315.4% | +7,914.0% | -7,598.5% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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