+34.2%
DIS vs ACWI
+219.0%
-184.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +5.2% | -2.4% | +7.6% | +7.7% |
| 30D | +11.5% | -5.2% | +16.6% | +17.4% |
| 3M | +11.5% | -4.8% | +16.4% | +16.9% |
| 6M | +8.9% | -1.3% | +10.2% | +9.4% |
| YTD | +3.4% | +8.4% | -5.0% | -6.0% |
| 1Y | +7.2% | +11.0% | -3.8% | -5.0% |
| 3Y | +43.3% | +70.6% | -27.2% | -20.0% |
| 5Y | -31.4% | +55.3% | -86.7% | -57.6% |
| All | +34.2% | +219.0% | -184.8% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling