+36.6%
DIS vs ACWI
+226.8%
-190.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | -0.6% |
| 7D | +5.3% | +0.3% | +5.0% | +4.9% |
| 30D | +10.2% | -2.8% | +13.1% | +13.3% |
| 3M | +13.5% | -3.2% | +16.7% | +16.9% |
| 6M | +11.1% | +1.3% | +9.8% | +8.7% |
| YTD | +5.5% | +11.2% | -5.7% | -6.6% |
| 1Y | +9.1% | +13.8% | -4.6% | -5.6% |
| 3Y | +36.0% | +76.2% | -40.2% | -26.6% |
| 5Y | -29.8% | +59.5% | -89.3% | -57.7% |
| 10Y | +36.6% | +222.2% | -185.6% | -52.5% |
| All | +36.6% | +226.8% | -190.2% | -52.5% |
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