-31.2%
DIS vs WST
-7.2%
-23.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -0.8% |
| 7D | +5.7% | -5.8% | +11.5% | +6.8% |
| 30D | +12.7% | +5.3% | +7.4% | +11.7% |
| 3M | +15.2% | +11.8% | +3.4% | +13.0% |
| 6M | +17.6% | +26.7% | -9.1% | +12.6% |
| YTD | +3.8% | +43.0% | -39.2% | -3.0% |
| 1Y | +6.8% | +38.9% | -32.1% | +0.2% |
| 3Y | +42.1% | +18.2% | +24.0% | +28.8% |
| 5Y | -31.2% | -1.5% | -29.6% | -37.6% |
| All | -31.2% | -7.2% | -23.9% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling