+1,635.0%
DIS vs WM
+29,154.7%
-27,519.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.6% | -1.7% |
| 7D | +5.7% | +4.5% | +1.2% | +4.7% |
| 30D | +12.7% | +16.1% | -3.4% | +8.9% |
| 3M | +15.2% | +8.0% | +7.2% | +13.2% |
| 6M | +17.6% | +8.4% | +9.1% | +15.2% |
| YTD | +3.8% | +11.2% | -7.4% | +1.0% |
| 1Y | +6.8% | +22.3% | -15.5% | +1.7% |
| 3Y | +42.1% | +50.2% | -8.1% | +28.4% |
| 5Y | -31.2% | +63.3% | -94.4% | -39.2% |
| 10Y | +37.6% | +355.0% | -317.4% | -1.6% |
| All | +1,635.0% | +29,154.7% | -27,519.7% | +741.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling