+267.2%
DIS vs WCN
+6,839.3%
-6,572.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.4% |
| 7D | -2.6% | -0.6% | -1.9% | -2.4% |
| 30D | +3.5% | +0.4% | +3.0% | +3.4% |
| 3M | +6.8% | +7.3% | -0.5% | +4.8% |
| 6M | +3.0% | -2.5% | +5.5% | +3.3% |
| YTD | -6.7% | -5.4% | -1.4% | -5.8% |
| 1Y | -10.1% | -8.5% | -1.6% | -8.5% |
| 3Y | +33.0% | +20.8% | +12.2% | +25.4% |
| 5Y | -40.0% | +30.0% | -70.0% | -44.7% |
| 10Y | +21.1% | +238.4% | -217.4% | -11.1% |
| All | +267.2% | +6,839.3% | -6,572.1% | +79.7% |
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