+333.6%
DIS vs WU
-19.6%
+353.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.3% |
| 7D | -2.6% | -0.8% | -1.8% | -2.2% |
| 30D | +3.5% | -1.1% | +4.6% | +3.9% |
| 3M | +6.8% | -3.9% | +10.7% | +6.6% |
| 6M | +3.0% | -20.7% | +23.6% | +11.1% |
| YTD | -6.7% | -18.4% | +11.6% | -0.8% |
| 1Y | -10.1% | -8.1% | -2.0% | -10.1% |
| 3Y | +33.0% | -24.2% | +57.2% | +41.1% |
| 5Y | -40.0% | -50.4% | +10.5% | -24.6% |
| 10Y | +21.1% | -40.0% | +61.1% | +34.0% |
| All | +333.6% | -19.6% | +353.2% | +262.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling