+326.4%
WM vs VWO
+102.8%
+223.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.2% | +2.1% | -0.9% | +0.5% |
| 30D | +13.7% | -5.5% | +19.1% | +15.3% |
| 3M | +5.2% | -6.2% | +11.4% | +6.9% |
| 6M | +11.2% | -6.4% | +17.6% | +12.6% |
| YTD | +9.4% | +5.4% | +4.0% | +6.3% |
| 1Y | +20.4% | +4.5% | +15.8% | +17.2% |
| 3Y | +44.7% | +56.1% | -11.4% | +20.4% |
| 5Y | +58.5% | +28.1% | +30.4% | +41.6% |
| 10Y | +326.4% | +107.3% | +219.0% | +216.5% |
| All | +326.4% | +102.8% | +223.5% | +216.5% |
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