+7.0%
SHW vs VWO
+5.9%
+1.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.9% | +5.8% |
| 7D | +13.3% | -1.3% | +14.6% | +14.0% |
| 30D | +14.1% | -7.1% | +21.3% | +18.5% |
| 3M | +0.8% | -6.1% | +6.9% | +3.9% |
| 6M | +17.6% | -3.9% | +21.5% | +18.5% |
| YTD | +13.0% | +5.0% | +8.0% | +6.0% |
| 1Y | +7.0% | +6.0% | +1.0% | +0.5% |
| All | +7.0% | +5.9% | +1.1% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling