+1,628.0%
DIS vs WSM
+38,956.5%
-37,328.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | +5.2% | +0.5% | +4.7% | +5.1% |
| 30D | +11.5% | +6.0% | +5.5% | +10.2% |
| 3M | +11.5% | +3.2% | +8.3% | +10.7% |
| 6M | +8.9% | +37.1% | -28.2% | +2.3% |
| YTD | +3.4% | +44.2% | -40.8% | -4.0% |
| 1Y | +7.2% | +34.2% | -27.0% | +0.8% |
| 3Y | +43.3% | +249.3% | -205.9% | +10.0% |
| 5Y | -31.4% | +169.3% | -200.7% | -46.2% |
| 10Y | +37.1% | +1,241.2% | -1,204.1% | -24.0% |
| All | +1,628.0% | +38,956.5% | -37,328.4% | +425.3% |
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