+1,635.0%
DIS vs WST
+14,250.0%
-12,615.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -0.4% |
| 7D | +5.7% | -5.8% | +11.5% | +7.4% |
| 30D | +12.7% | +5.3% | +7.4% | +11.0% |
| 3M | +15.2% | +11.8% | +3.4% | +11.6% |
| 6M | +17.6% | +26.7% | -9.1% | +9.7% |
| YTD | +3.8% | +43.0% | -39.2% | -6.9% |
| 1Y | +6.8% | +38.9% | -32.1% | -3.6% |
| 3Y | +42.1% | +18.2% | +24.0% | +23.6% |
| 5Y | -31.2% | -1.5% | -29.6% | -38.4% |
| 10Y | +37.6% | +439.0% | -401.3% | -32.1% |
| All | +1,635.0% | +14,250.0% | -12,615.0% | +247.0% |
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