+310.4%
WM vs VWO
+112.8%
+197.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | -4.5% | +0.9% | -5.4% | -4.7% |
| 3M | -2.2% | +4.3% | -6.5% | -3.7% |
| 6M | -11.5% | +10.5% | -22.0% | -14.8% |
| YTD | -0.7% | +13.4% | -14.0% | -5.3% |
| 1Y | +0.3% | +18.6% | -18.2% | -6.0% |
| 3Y | +44.2% | +65.8% | -21.6% | +18.3% |
| 5Y | +51.6% | +35.2% | +16.4% | +34.0% |
| 10Y | +310.4% | +116.6% | +193.8% | +191.8% |
| All | +310.4% | +112.8% | +197.6% | +191.8% |
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