+33.8%
VWO vs GWW
+222.0%
-188.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -1.8% | -3.4% | +1.6% | -1.2% |
| 30D | -0.1% | -1.9% | +1.8% | +0.2% |
| 3M | +2.2% | -2.4% | +4.6% | +2.5% |
| 6M | +8.8% | +15.7% | -7.0% | +5.6% |
| YTD | +12.4% | +27.6% | -15.2% | +7.2% |
| 1Y | +15.6% | +27.2% | -11.6% | +10.2% |
| 3Y | +62.5% | +89.7% | -27.1% | +43.5% |
| All | +33.8% | +222.0% | -188.2% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 5y: compounded portfolio wealth divided by compounded GWW 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…
5y analysis · Full analysis span regression · 6 months rolling