+45.5%
WM vs VWO
+67.4%
-21.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.2% |
| 7D | -0.3% | +1.1% | -1.4% | -0.2% |
| 30D | -2.4% | +2.4% | -4.8% | -2.2% |
| 3M | +0.4% | +2.0% | -1.6% | +0.8% |
| 6M | -9.5% | +10.7% | -20.2% | -9.3% |
| YTD | +0.5% | +14.4% | -13.9% | +0.5% |
| 1Y | -1.1% | +22.7% | -23.8% | -1.9% |
| All | +45.5% | +67.4% | -21.9% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling