+0.3%
WM vs VWO
+18.6%
-18.3%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.8% |
| 7D | -1.2% | +0.2% | -1.4% | -1.1% |
| 30D | -4.5% | +0.9% | -5.4% | -4.1% |
| 3M | -2.2% | +4.3% | -6.5% | -0.4% |
| 6M | -11.5% | +10.5% | -22.0% | -8.8% |
| YTD | -0.7% | +13.4% | -14.0% | +3.6% |
| 1Y | +0.3% | +18.6% | -18.2% | +4.7% |
| All | +0.3% | +18.6% | -18.3% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling