-62.8%
W vs VWO
+32.1%
-95.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.1% | +0.5% |
| 7D | +0.5% | -1.7% | +2.2% | +4.2% |
| 30D | -5.6% | -0.3% | -5.3% | -5.0% |
| 3M | +41.9% | +4.0% | +37.9% | +31.0% |
| 6M | +30.2% | +8.1% | +22.1% | +11.5% |
| YTD | -2.9% | +11.6% | -14.6% | -22.5% |
| 1Y | +11.6% | +16.2% | -4.7% | -18.8% |
| 3Y | +37.0% | +63.3% | -26.3% | -51.6% |
| 5Y | -62.8% | +33.4% | -96.2% | -81.2% |
| All | -62.8% | +32.1% | -95.0% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling