-3.1%
DIS vs WETO
-99.4%
+96.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.1% | -5.5% | +1.6% |
| 7D | -1.3% | -19.9% | +18.6% | -1.3% |
| 30D | +2.2% | -42.7% | +44.9% | +1.9% |
| 3M | +8.1% | -97.7% | +105.9% | +8.7% |
| 6M | +5.2% | -94.4% | +99.7% | +4.2% |
| YTD | -6.3% | -97.0% | +90.7% | -6.7% |
| 1Y | -7.3% | -98.9% | +91.6% | -7.9% |
| All | -3.1% | -99.4% | +96.2% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling