+327.8%
VWO vs CHRW
+753.4%
-425.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.0% |
| 7D | +0.9% | +1.9% | -1.0% | +0.2% |
| 30D | +1.3% | +0.9% | +0.3% | +0.7% |
| 3M | +5.1% | -19.9% | +25.0% | +12.4% |
| 6M | +12.5% | -15.8% | +28.3% | +17.1% |
| YTD | +14.0% | -5.6% | +19.6% | +12.0% |
| 1Y | +19.7% | +21.0% | -1.3% | +5.0% |
| 3Y | +66.8% | +86.0% | -19.2% | +16.3% |
| 5Y | +36.2% | +88.6% | -52.4% | -10.2% |
| 10Y | +111.0% | +169.3% | -58.3% | +7.1% |
| All | +327.8% | +753.4% | -425.6% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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