+32.8%
VWOB vs SPY
+322.5%
-289.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.3% |
| 7D | -1.2% | -0.8% | -0.4% | -1.0% |
| 30D | -1.2% | -1.1% | -0.1% | -0.9% |
| 3M | -1.8% | +3.9% | -5.7% | -3.0% |
| 6M | -0.2% | +13.6% | -13.8% | -4.0% |
| YTD | +0.1% | +12.7% | -12.6% | -3.6% |
| 1Y | +2.4% | +17.5% | -15.1% | -2.7% |
| 3Y | +27.9% | +76.9% | -49.0% | +6.5% |
| 5Y | +7.5% | +83.6% | -76.1% | -12.4% |
| All | +32.8% | +322.5% | -289.7% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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