+135.9%
WMT vs VWO
+34.0%
+101.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.2% |
| 7D | 0.0% | -1.8% | +1.8% | +0.3% |
| 30D | -7.4% | -0.1% | -7.3% | -7.4% |
| 3M | -10.9% | +2.2% | -13.1% | -11.3% |
| 6M | -12.7% | +8.8% | -21.4% | -14.4% |
| YTD | -3.2% | +12.4% | -15.6% | -5.8% |
| 1Y | +5.3% | +15.6% | -10.3% | +1.7% |
| 3Y | +101.9% | +62.5% | +39.3% | +79.7% |
| All | +135.9% | +34.0% | +101.9% | +114.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling