-42.2%
DIS vs VWO
+35.7%
-77.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.4% |
| 7D | -3.5% | +0.2% | -3.7% | -3.6% |
| 30D | +1.0% | +0.9% | +0.1% | +0.3% |
| 3M | +5.7% | +4.3% | +1.4% | +2.3% |
| 6M | +3.3% | +10.5% | -7.3% | -4.3% |
| YTD | -7.7% | +13.4% | -21.1% | -16.3% |
| 1Y | -10.0% | +18.6% | -28.5% | -21.1% |
| 3Y | +31.7% | +65.8% | -34.1% | -13.1% |
| 5Y | -42.2% | +35.2% | -77.4% | -56.4% |
| All | -42.2% | +35.7% | -77.9% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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