+2,707.9%
SHW vs VWO
+324.1%
+2,383.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -3.2% | +0.2% | -3.4% | -3.3% |
| 30D | -11.4% | +0.9% | -12.3% | -11.8% |
| 3M | +3.5% | +4.3% | -0.8% | +1.4% |
| 6M | -3.4% | +10.5% | -13.9% | -7.9% |
| YTD | -0.3% | +13.4% | -13.7% | -6.1% |
| 1Y | -10.4% | +18.6% | -29.0% | -17.5% |
| 3Y | +21.3% | +65.8% | -44.5% | -4.7% |
| 5Y | +12.9% | +35.2% | -22.4% | -3.4% |
| 10Y | +284.1% | +116.6% | +167.5% | +163.1% |
| All | +2,707.9% | +324.1% | +2,383.7% | +1,160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling