+321.7%
VWO vs WCN
+1,665.4%
-1,343.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.8% | -3.1% | +1.3% | 0.0% |
| 30D | -0.1% | -3.4% | +3.3% | +1.7% |
| 3M | +2.2% | +3.0% | -0.7% | -0.2% |
| 6M | +8.8% | -3.8% | +12.5% | +9.3% |
| YTD | +12.4% | -8.3% | +20.7% | +15.5% |
| 1Y | +15.6% | -9.7% | +25.3% | +19.3% |
| 3Y | +62.5% | +17.2% | +45.4% | +39.8% |
| 5Y | +34.3% | +25.3% | +9.0% | +7.7% |
| 10Y | +114.8% | +235.4% | -120.6% | -15.7% |
| All | +321.7% | +1,665.4% | -1,343.7% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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