+11.4%
WBD vs VWO
+117.1%
-105.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.1% |
| 7D | -0.7% | -1.8% | +1.0% | +0.7% |
| 30D | +1.4% | -0.1% | +1.5% | +1.4% |
| 3M | +4.4% | +2.2% | +2.2% | +2.0% |
| 6M | +0.8% | +8.8% | -7.9% | -6.9% |
| YTD | -2.7% | +12.4% | -15.1% | -13.0% |
| 1Y | +73.4% | +15.6% | +57.8% | +51.0% |
| 3Y | +142.1% | +62.5% | +79.6% | +61.4% |
| 5Y | +7.2% | +34.3% | -27.0% | -17.6% |
| All | +11.4% | +117.1% | -105.7% | -34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling