+1,671.0%
DIS vs WY
+607.0%
+1,064.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +0.6% | -5.1% | +5.6% | +2.6% |
| 30D | +10.3% | +9.0% | +1.3% | +6.5% |
| 3M | +15.6% | -16.7% | +32.3% | +23.5% |
| 6M | +15.1% | -10.3% | +25.4% | +19.0% |
| YTD | +6.0% | -10.5% | +16.5% | +9.2% |
| 1Y | +5.7% | -5.9% | +11.6% | +6.7% |
| 3Y | +39.8% | -24.7% | +64.5% | +51.6% |
| 5Y | -23.9% | -31.5% | +7.6% | -14.8% |
| 10Y | +32.9% | +4.7% | +28.2% | +17.3% |
| All | +1,671.0% | +607.0% | +1,064.0% | +578.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling