+113.0%
VWO vs BWA
+156.8%
-43.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.3% |
| 7D | -1.8% | -1.3% | -0.5% | -1.4% |
| 30D | -0.1% | -2.9% | +2.8% | +0.6% |
| 3M | +2.2% | -10.7% | +13.0% | +5.2% |
| 6M | +8.8% | +26.5% | -17.7% | +1.0% |
| YTD | +12.4% | +49.1% | -36.7% | -1.5% |
| 1Y | +15.6% | +52.1% | -36.5% | +0.4% |
| 3Y | +62.5% | +72.6% | -10.0% | +32.6% |
| 5Y | +34.3% | +89.4% | -55.1% | +3.5% |
| All | +113.0% | +156.8% | -43.8% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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