+295.2%
WBD vs VWO
+329.9%
-34.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.0% |
| 7D | -0.7% | -1.8% | +1.0% | +0.4% |
| 30D | +1.4% | -0.1% | +1.5% | +1.4% |
| 3M | +4.4% | +2.2% | +2.2% | +2.5% |
| 6M | +0.8% | +8.8% | -7.9% | -5.4% |
| YTD | -2.7% | +12.4% | -15.1% | -11.0% |
| 1Y | +73.4% | +15.6% | +57.8% | +55.5% |
| 3Y | +142.1% | +62.5% | +79.6% | +76.1% |
| 5Y | +7.2% | +34.3% | -27.0% | -10.7% |
| 10Y | +14.2% | +114.8% | -100.6% | -30.8% |
| All | +295.2% | +329.9% | -34.7% | +54.3% |
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