+498.3%
DIS vs WPM
+5,236.6%
-4,738.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.7% |
| 7D | +5.2% | +16.9% | -11.7% | +3.4% |
| 30D | +11.5% | +2.0% | +9.5% | +11.1% |
| 3M | +11.5% | +8.9% | +2.6% | +10.1% |
| 6M | +8.9% | +1.6% | +7.3% | +7.9% |
| YTD | +3.4% | +16.5% | -13.1% | +0.5% |
| 1Y | +7.2% | +42.2% | -35.0% | +1.8% |
| 3Y | +43.3% | +213.3% | -170.0% | +23.0% |
| 5Y | -31.4% | +249.9% | -281.4% | -42.4% |
| 10Y | +37.1% | +549.4% | -512.3% | +3.8% |
| All | +498.3% | +5,236.6% | -4,738.3% | +216.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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