+22.0%
DIS vs WWD
+485.4%
-463.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.1% |
| 7D | -2.6% | +1.3% | -3.9% | -3.1% |
| 30D | +3.5% | -7.2% | +10.7% | +6.1% |
| 3M | +6.8% | -3.8% | +10.7% | +7.2% |
| 6M | +3.0% | -9.9% | +12.9% | +5.2% |
| YTD | -6.7% | +14.8% | -21.5% | -13.8% |
| 1Y | -10.1% | +42.1% | -52.2% | -24.1% |
| 3Y | +33.0% | +170.8% | -137.8% | -16.4% |
| 5Y | -40.0% | +197.5% | -237.5% | -64.5% |
| All | +22.0% | +485.4% | -463.5% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling