+1,458.7%
DIS vs WST
+12,330.1%
-10,871.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -2.6% | +0.7% | -3.3% | -2.8% |
| 30D | +3.5% | -3.1% | +6.6% | +4.4% |
| 3M | +6.8% | +7.2% | -0.4% | +4.6% |
| 6M | +3.0% | +36.8% | -33.8% | -6.3% |
| YTD | -6.7% | +23.8% | -30.6% | -13.0% |
| 1Y | -10.1% | +37.8% | -47.8% | -19.0% |
| 3Y | +33.0% | -15.9% | +48.9% | +27.9% |
| 5Y | -40.0% | -25.8% | -14.2% | -41.8% |
| 10Y | +21.1% | +319.6% | -298.5% | -35.8% |
| All | +1,458.7% | +12,330.1% | -10,871.4% | +224.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling