+21.9%
DIS vs WST
+321.8%
-300.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -2.6% | +0.7% | -3.3% | -2.7% |
| 30D | +3.5% | -3.1% | +6.6% | +4.1% |
| 3M | +6.8% | +7.2% | -0.4% | +5.2% |
| 6M | +3.0% | +36.8% | -33.8% | -3.7% |
| YTD | -6.7% | +23.8% | -30.6% | -11.2% |
| 1Y | -10.1% | +37.8% | -47.8% | -16.5% |
| 3Y | +33.0% | -15.9% | +48.9% | +30.6% |
| 5Y | -40.0% | -25.8% | -14.2% | -41.6% |
| All | +21.9% | +321.8% | -300.0% | -26.5% |
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