+37.2%
DIS vs WTW
+44.7%
-7.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.2% |
| 7D | +1.9% | +2.0% | -0.1% | +1.5% |
| 30D | +9.2% | +12.9% | -3.7% | +6.5% |
| 3M | +13.5% | +0.7% | +12.8% | +13.3% |
| 6M | +14.3% | +39.5% | -25.2% | +7.0% |
| YTD | +5.4% | +3.1% | +2.3% | +4.6% |
| 1Y | +12.2% | +4.8% | +7.4% | +10.9% |
| 3Y | +37.2% | +42.9% | -5.8% | +30.4% |
| All | +37.2% | +44.7% | -7.5% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 3y: compounded portfolio wealth divided by compounded WTW 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…
3y analysis · Full analysis span regression · 6 months rolling