+31.9%
DIS vs WST
+456.5%
-424.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +1.9% | +4.2% | -2.3% | +1.1% |
| 30D | +9.2% | +11.2% | -2.1% | +6.9% |
| 3M | +13.5% | +20.4% | -6.9% | +9.4% |
| 6M | +14.3% | +37.9% | -23.6% | +7.0% |
| YTD | +5.4% | +51.8% | -46.4% | -3.7% |
| 1Y | +12.2% | +56.6% | -44.5% | +1.8% |
| 3Y | +37.2% | +24.2% | +13.0% | +22.9% |
| 5Y | -23.1% | +0.7% | -23.8% | -29.7% |
| All | +31.9% | +456.5% | -424.7% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling