+1,190.4%
WM vs VWO
+328.1%
+862.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.5% |
| 7D | -0.3% | +1.1% | -1.4% | -0.7% |
| 30D | -2.4% | +2.4% | -4.8% | -3.3% |
| 3M | +0.4% | +2.0% | -1.6% | -0.8% |
| 6M | -9.5% | +10.7% | -20.2% | -13.8% |
| YTD | +0.5% | +14.4% | -13.9% | -5.6% |
| 1Y | -1.1% | +22.7% | -23.8% | -9.8% |
| 3Y | +46.0% | +64.2% | -18.2% | +17.1% |
| 5Y | +51.8% | +35.8% | +16.1% | +29.8% |
| 10Y | +307.5% | +114.7% | +192.8% | +180.2% |
| All | +1,190.4% | +328.1% | +862.3% | +513.9% |
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