+113.0%
VWO vs WAB
+296.8%
-183.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -0.1% | -4.1% | +4.0% | +1.1% |
| 3M | +2.2% | +8.2% | -5.9% | -0.4% |
| 6M | +8.8% | +15.4% | -6.7% | +3.8% |
| YTD | +12.4% | +33.1% | -20.8% | +3.0% |
| 1Y | +15.6% | +48.1% | -32.5% | +2.6% |
| 3Y | +62.5% | +167.7% | -105.2% | +20.3% |
| 5Y | +34.3% | +225.7% | -191.5% | -7.0% |
| All | +113.0% | +296.8% | -183.8% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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