+7.2%
DIS vs WWD
+21.1%
-13.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -0.8% |
| 7D | +5.2% | +4.2% | +1.1% | +4.7% |
| 30D | +11.5% | -2.1% | +13.6% | +11.5% |
| 3M | +11.5% | -13.2% | +24.7% | +13.2% |
| 6M | +8.9% | -16.9% | +25.7% | +10.4% |
| YTD | +3.4% | +5.2% | -1.8% | +1.2% |
| 1Y | +7.2% | +20.6% | -13.4% | +0.3% |
| All | +7.2% | +21.1% | -13.9% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling