-3.8%
DIS vs WETO
-99.4%
+95.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -1.1% | -57.2% | +56.1% | -1.2% |
| 30D | +0.1% | -48.8% | +48.9% | -0.2% |
| 3M | +7.1% | -97.7% | +104.7% | +7.6% |
| 6M | +4.3% | -94.3% | +98.6% | +3.2% |
| YTD | -6.9% | -97.0% | +90.1% | -7.4% |
| 1Y | -10.3% | -98.9% | +88.6% | -10.9% |
| All | -3.8% | -99.4% | +95.5% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling