+113.0%
VWO vs WTW
+198.0%
-85.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.8% | -5.7% | +3.9% | -0.2% |
| 30D | -0.1% | -7.3% | +7.2% | +1.9% |
| 3M | +2.2% | +21.5% | -19.2% | -3.7% |
| 6M | +8.8% | +9.6% | -0.9% | +4.9% |
| YTD | +12.4% | -3.3% | +15.7% | +12.1% |
| 1Y | +15.6% | -6.1% | +21.7% | +16.2% |
| 3Y | +62.5% | +61.8% | +0.7% | +32.4% |
| 5Y | +34.3% | +42.7% | -8.4% | +12.8% |
| All | +113.0% | +198.0% | -85.0% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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