-22.5%
DIS vs WU
-43.8%
+21.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.2% |
| 7D | +1.9% | -2.0% | +3.9% | +2.5% |
| 30D | +9.2% | +11.4% | -2.2% | +5.4% |
| 3M | +13.5% | -6.8% | +20.3% | +15.7% |
| 6M | +14.3% | -14.6% | +28.9% | +18.5% |
| YTD | +5.4% | -20.6% | +26.0% | +11.6% |
| 1Y | +12.2% | -15.4% | +27.5% | +15.9% |
| 3Y | +37.2% | -23.6% | +60.8% | +43.6% |
| All | -22.5% | -43.8% | +21.3% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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