-31.2%
DIS vs WM
+62.1%
-93.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.6% | -1.8% |
| 7D | +5.7% | +4.5% | +1.2% | +4.3% |
| 30D | +12.7% | +16.1% | -3.4% | +7.8% |
| 3M | +15.2% | +8.0% | +7.2% | +12.5% |
| 6M | +17.6% | +8.4% | +9.1% | +14.5% |
| YTD | +3.8% | +11.2% | -7.4% | +0.1% |
| 1Y | +6.8% | +22.3% | -15.5% | -0.1% |
| 3Y | +42.1% | +50.2% | -8.1% | +21.3% |
| 5Y | -31.2% | +63.3% | -94.4% | -44.1% |
| All | -31.2% | +62.1% | -93.2% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling