+349.8%
WELL vs VWO
+117.1%
+232.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | -0.2% | -1.8% | +1.5% | +0.8% |
| 30D | +2.3% | -0.1% | +2.4% | +2.3% |
| 3M | +12.3% | +2.2% | +10.0% | +10.3% |
| 6M | +15.6% | +8.8% | +6.8% | +8.6% |
| YTD | +28.3% | +12.4% | +15.9% | +17.8% |
| 1Y | +41.9% | +15.6% | +26.3% | +27.7% |
| 3Y | +198.3% | +62.5% | +135.8% | +109.9% |
| 5Y | +206.4% | +34.3% | +172.2% | +144.0% |
| All | +349.8% | +117.1% | +232.7% | +153.8% |
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