+113.9%
VWO vs ACWI
+227.3%
-113.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.2% |
| 7D | +1.7% | -0.7% | +2.3% | +2.3% |
| 30D | -4.2% | -2.0% | -2.2% | -2.4% |
| 3M | -4.6% | -2.2% | -2.5% | -2.7% |
| 6M | -5.0% | +1.9% | -6.8% | -6.4% |
| YTD | +6.8% | +12.0% | -5.2% | -3.6% |
| 1Y | +5.8% | +12.5% | -6.8% | -4.9% |
| 3Y | +58.1% | +75.4% | -17.3% | -6.4% |
| 5Y | +27.6% | +61.5% | -33.9% | -18.6% |
| 10Y | +113.9% | +227.1% | -113.2% | -37.0% |
| All | +113.9% | +227.3% | -113.4% | -37.0% |
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