-10.1%
DIS vs WY
-5.4%
-4.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.6% | -2.6% | 0.0% | -1.9% |
| 30D | +3.5% | -10.9% | +14.4% | +6.4% |
| 3M | +6.8% | -6.0% | +12.8% | +8.2% |
| 6M | +3.0% | -5.6% | +8.6% | +4.1% |
| YTD | -6.7% | -1.1% | -5.6% | -7.5% |
| 1Y | -10.1% | -7.5% | -2.6% | -10.6% |
| All | -10.1% | -5.4% | -4.7% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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