+1,458.7%
DIS vs WSM
+34,755.7%
-33,297.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.1% |
| 7D | -2.6% | -3.3% | +0.7% | -2.0% |
| 30D | +3.5% | -8.4% | +11.9% | +5.1% |
| 3M | +6.8% | +9.7% | -2.8% | +4.8% |
| 6M | +3.0% | +16.7% | -13.7% | -0.3% |
| YTD | -6.7% | +28.7% | -35.4% | -11.5% |
| 1Y | -10.1% | +13.7% | -23.7% | -12.8% |
| 3Y | +33.0% | +230.1% | -197.0% | +3.1% |
| 5Y | -40.0% | +179.0% | -218.9% | -53.1% |
| 10Y | +21.1% | +1,002.5% | -981.5% | -30.4% |
| All | +1,458.7% | +34,755.7% | -33,297.0% | +384.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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