+35.3%
W vs VWO
+64.3%
-29.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +1.3% |
| 7D | +5.9% | +0.2% | +5.7% | +5.6% |
| 30D | -3.0% | +0.9% | -3.9% | -4.7% |
| 3M | +40.3% | +4.3% | +36.1% | +29.8% |
| 6M | +32.2% | +10.5% | +21.7% | +10.0% |
| YTD | -0.3% | +13.4% | -13.6% | -21.2% |
| 1Y | +16.2% | +18.6% | -2.4% | -16.4% |
| All | +35.3% | +64.3% | -29.0% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 3y: compounded portfolio wealth divided by compounded VWO 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…
3y analysis · Full analysis span regression · 6 months rolling