+298.4%
WMB vs VWO
+117.1%
+181.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.3% |
| 7D | -1.0% | -1.8% | +0.7% | +0.1% |
| 30D | -0.4% | -0.1% | -0.3% | -0.4% |
| 3M | +3.2% | +2.2% | +1.0% | +1.3% |
| 6M | +0.1% | +8.8% | -8.7% | -6.6% |
| YTD | +23.9% | +12.4% | +11.5% | +12.6% |
| 1Y | +27.6% | +15.6% | +12.0% | +13.4% |
| 3Y | +141.9% | +62.5% | +79.4% | +64.8% |
| 5Y | +273.8% | +34.3% | +239.5% | +191.3% |
| All | +298.4% | +117.1% | +181.3% | +104.8% |
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