+211.9%
VWO vs WU
-22.3%
+234.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | +0.2% | -4.9% | +5.1% | +2.3% |
| 30D | +0.9% | -1.3% | +2.2% | +1.2% |
| 3M | +4.3% | -3.6% | +7.8% | +3.5% |
| 6M | +10.5% | -24.3% | +34.9% | +21.4% |
| YTD | +13.4% | -21.1% | +34.4% | +21.6% |
| 1Y | +18.6% | -10.3% | +28.9% | +18.8% |
| 3Y | +65.8% | -28.4% | +94.2% | +77.8% |
| 5Y | +35.2% | -51.2% | +86.4% | +67.3% |
| 10Y | +116.6% | -39.6% | +156.3% | +122.1% |
| All | +211.9% | -22.3% | +234.1% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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