-41.5%
DIS vs WY
-21.5%
-20.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.4% |
| 7D | -1.1% | -2.1% | +1.0% | -0.2% |
| 30D | +0.1% | -10.5% | +10.6% | +5.3% |
| 3M | +7.1% | -4.9% | +11.9% | +9.0% |
| 6M | +4.3% | -4.9% | +9.2% | +5.8% |
| YTD | -6.9% | -1.7% | -5.3% | -7.6% |
| 1Y | -10.3% | -9.4% | -0.9% | -7.5% |
| 3Y | +32.8% | -22.3% | +55.1% | +44.6% |
| 5Y | -41.5% | -20.5% | -20.9% | -37.2% |
| All | -41.5% | -21.5% | -20.0% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling