-31.9%
DIS vs WST
-0.1%
-31.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | +5.2% | -3.1% | +8.3% | +5.8% |
| 30D | +11.5% | +9.1% | +2.4% | +9.8% |
| 3M | +11.5% | +14.7% | -3.2% | +8.9% |
| 6M | +8.9% | +28.0% | -19.1% | +4.1% |
| YTD | +3.4% | +45.6% | -42.2% | -3.7% |
| 1Y | +7.2% | +45.7% | -38.5% | -0.2% |
| 3Y | +43.3% | +21.1% | +22.2% | +29.2% |
| All | -31.9% | -0.1% | -31.8% | -38.6% |
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