+165.0%
W vs VWO
+107.4%
+57.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +1.0% |
| 7D | +6.5% | +0.9% | +5.6% | +5.1% |
| 30D | -6.2% | +1.3% | -7.5% | -7.9% |
| 3M | +48.9% | +5.1% | +43.8% | +39.3% |
| 6M | +31.2% | +12.5% | +18.7% | +12.4% |
| YTD | -0.4% | +14.0% | -14.5% | -16.0% |
| 1Y | +14.8% | +19.7% | -4.9% | -9.7% |
| 3Y | +40.5% | +66.8% | -26.3% | -26.5% |
| 5Y | -62.1% | +36.2% | -98.3% | -72.5% |
| 10Y | +141.5% | +111.0% | +30.5% | +16.8% |
| All | +165.0% | +107.4% | +57.6% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling