+6.0%
VWO vs WSM
+44.0%
-38.0%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.8% | +0.4% |
| 7D | -1.3% | +8.0% | -9.3% | -2.9% |
| 30D | -7.1% | +13.5% | -20.6% | -9.7% |
| 3M | -6.1% | +8.8% | -14.9% | -7.9% |
| 6M | -3.9% | +54.7% | -58.6% | -13.7% |
| YTD | +5.0% | +53.3% | -48.3% | -5.3% |
| 1Y | +6.0% | +41.1% | -35.1% | -4.0% |
| All | +6.0% | +44.0% | -38.0% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling