+436.3%
WFC vs VWO
+324.1%
+112.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.4% |
| 7D | +0.4% | +0.2% | +0.3% | +0.3% |
| 30D | +2.5% | +0.9% | +1.6% | +1.7% |
| 3M | +10.0% | +4.3% | +5.7% | +6.0% |
| 6M | +15.1% | +10.5% | +4.5% | +5.1% |
| YTD | -2.2% | +13.4% | -15.6% | -12.6% |
| 1Y | +13.5% | +18.6% | -5.1% | -2.3% |
| 3Y | +135.2% | +65.8% | +69.4% | +52.4% |
| 5Y | +128.3% | +35.2% | +93.1% | +73.8% |
| 10Y | +142.4% | +116.6% | +25.8% | +24.7% |
| All | +436.3% | +324.1% | +112.1% | +101.4% |
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