-42.2%
DIS vs WTW
+45.2%
-87.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.7% | +0.4% |
| 7D | -3.5% | -7.1% | +3.6% | -1.0% |
| 30D | +1.0% | -8.5% | +9.5% | +4.2% |
| 3M | +5.7% | +20.6% | -14.9% | -1.6% |
| 6M | +3.3% | +7.2% | -3.9% | -0.1% |
| YTD | -7.7% | -3.9% | -3.9% | -7.2% |
| 1Y | -10.0% | -3.6% | -6.4% | -9.8% |
| 3Y | +31.7% | +60.7% | -29.0% | -0.6% |
| 5Y | -42.2% | +42.2% | -84.4% | -56.1% |
| All | -42.2% | +45.2% | -87.4% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling