+113.0%
VWO vs WY
+7.6%
+105.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -1.8% | -4.2% | +2.4% | -0.5% |
| 30D | -0.1% | -10.1% | +10.0% | +3.1% |
| 3M | +2.2% | -8.5% | +10.7% | +4.6% |
| 6M | +8.8% | -3.3% | +12.1% | +9.2% |
| YTD | +12.4% | -4.4% | +16.8% | +12.9% |
| 1Y | +15.6% | -11.5% | +27.1% | +18.6% |
| 3Y | +62.5% | -24.3% | +86.8% | +72.5% |
| 5Y | +34.3% | -21.3% | +55.6% | +38.3% |
| All | +113.0% | +7.6% | +105.5% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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