+62.5%
VWO vs BWA
+70.7%
-8.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | -1.8% | -1.3% | -0.5% | -1.5% |
| 30D | -0.1% | -2.9% | +2.8% | +0.5% |
| 3M | +2.2% | -10.7% | +13.0% | +4.5% |
| 6M | +8.8% | +26.5% | -17.7% | +3.0% |
| YTD | +12.4% | +49.1% | -36.7% | +1.8% |
| 1Y | +15.6% | +52.1% | -36.5% | +4.1% |
| 3Y | +62.5% | +72.6% | -10.0% | +36.0% |
| All | +62.5% | +70.7% | -8.2% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling