+318.8%
VWO vs OMC
+218.0%
+100.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -2.3% |
| 7D | -1.7% | -6.2% | +4.5% | +1.4% |
| 30D | -0.3% | -7.6% | +7.3% | +3.4% |
| 3M | +4.0% | +7.4% | -3.4% | -1.3% |
| 6M | +8.1% | +0.1% | +8.0% | +6.1% |
| YTD | +11.6% | +0.4% | +11.2% | +7.2% |
| 1Y | +16.2% | +7.8% | +8.5% | +6.3% |
| 3Y | +63.3% | +11.8% | +51.4% | +39.4% |
| 5Y | +33.4% | +32.5% | +0.9% | -3.0% |
| 10Y | +113.3% | +34.2% | +79.1% | +34.3% |
| All | +318.8% | +218.0% | +100.8% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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