-22.5%
DIS vs WWD
+187.3%
-209.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +1.9% | +4.0% | -2.1% | +0.7% |
| 30D | +9.2% | +0.4% | +8.8% | +8.7% |
| 3M | +13.5% | -7.9% | +21.4% | +15.7% |
| 6M | +14.3% | -10.6% | +24.9% | +16.6% |
| YTD | +5.4% | +9.4% | -4.0% | -1.1% |
| 1Y | +12.2% | +25.7% | -13.6% | -0.6% |
| 3Y | +37.2% | +148.5% | -111.4% | -12.3% |
| All | -22.5% | +187.3% | -209.8% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling