+22.5%
WMT vs DIS
+7.8%
+14.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -2.7% | +0.6% | -3.3% | -2.8% |
| 30D | +11.1% | +10.3% | +0.8% | +10.1% |
| 3M | +11.2% | +15.6% | -4.3% | +9.8% |
| 6M | -1.3% | +15.1% | -16.4% | -3.0% |
| YTD | +13.5% | +6.0% | +7.5% | +9.6% |
| 1Y | +22.5% | +5.7% | +16.8% | +18.2% |
| All | +22.5% | +7.8% | +14.8% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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