+327.8%
VWO vs WWD
+3,256.5%
-2,928.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.4% |
| 7D | +0.9% | +0.8% | +0.1% | +0.6% |
| 30D | +1.3% | -6.4% | +7.7% | +3.6% |
| 3M | +5.1% | -5.6% | +10.7% | +6.5% |
| 6M | +12.5% | -9.1% | +21.6% | +15.1% |
| YTD | +14.0% | +12.5% | +1.5% | +7.0% |
| 1Y | +19.7% | +41.3% | -21.6% | +2.3% |
| 3Y | +66.8% | +170.2% | -103.4% | +7.5% |
| 5Y | +36.2% | +192.5% | -156.3% | -17.8% |
| 10Y | +111.0% | +476.9% | -365.9% | -15.4% |
| All | +327.8% | +3,256.5% | -2,928.7% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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