+113.0%
VWO vs BBWI
-55.0%
+168.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | -0.1% |
| 7D | -1.8% | -4.8% | +3.0% | -1.2% |
| 30D | -0.1% | +3.5% | -3.6% | -0.7% |
| 3M | +2.2% | -0.3% | +2.5% | +1.7% |
| 6M | +8.8% | -5.4% | +14.1% | +8.4% |
| YTD | +12.4% | -4.7% | +17.1% | +11.5% |
| 1Y | +15.6% | -30.5% | +46.1% | +18.3% |
| 3Y | +62.5% | -44.3% | +106.8% | +66.7% |
| 5Y | +34.3% | -66.9% | +101.1% | +43.1% |
| All | +113.0% | -55.0% | +168.0% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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