+1,188.5%
WDC vs VWO
+117.1%
+1,071.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.9% |
| 7D | -4.3% | -1.8% | -2.5% | -2.0% |
| 30D | -1.5% | -0.1% | -1.4% | -1.3% |
| 3M | -15.5% | +2.2% | -17.7% | -16.5% |
| 6M | +66.5% | +8.8% | +57.7% | +53.8% |
| YTD | +159.9% | +12.4% | +147.5% | +133.5% |
| 1Y | +366.0% | +15.6% | +350.4% | +307.8% |
| 3Y | +1,285.8% | +62.5% | +1,223.3% | +700.4% |
| 5Y | +925.6% | +34.3% | +891.3% | +656.8% |
| All | +1,188.5% | +117.1% | +1,071.4% | +506.2% |
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 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