+21.9%
DIS vs WM
+306.5%
-284.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.2% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | +3.5% | -2.4% | +5.9% | +4.7% |
| 3M | +6.8% | +0.4% | +6.4% | +6.4% |
| 6M | +3.0% | -9.5% | +12.5% | +7.4% |
| YTD | -6.7% | +0.5% | -7.2% | -7.7% |
| 1Y | -10.1% | -1.1% | -9.0% | -10.5% |
| 3Y | +33.0% | +46.0% | -13.0% | +5.2% |
| 5Y | -40.0% | +51.8% | -91.8% | -54.4% |
| All | +21.9% | +306.5% | -284.7% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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