+325.3%
VWO vs WAB
+3,113.9%
-2,788.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | 0.0% |
| 7D | +0.2% | +0.2% | -0.1% | +0.1% |
| 30D | +0.9% | -4.6% | +5.5% | +2.9% |
| 3M | +4.3% | +5.6% | -1.4% | +1.2% |
| 6M | +10.5% | +13.8% | -3.3% | +3.6% |
| YTD | +13.4% | +31.9% | -18.5% | -0.5% |
| 1Y | +18.6% | +48.3% | -29.7% | -1.4% |
| 3Y | +65.8% | +167.1% | -101.3% | +4.0% |
| 5Y | +35.2% | +222.9% | -187.7% | -24.0% |
| 10Y | +116.6% | +289.9% | -173.3% | -3.5% |
| All | +325.3% | +3,113.9% | -2,788.5% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling