+150.1%
VXUS vs BWA
+142.7%
+7.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +0.7% | -5.6% | +6.2% | +2.2% |
| 3M | +4.8% | -10.7% | +15.4% | +7.9% |
| 6M | +11.3% | +23.2% | -11.8% | +4.1% |
| YTD | +16.5% | +46.0% | -29.5% | +2.4% |
| 1Y | +24.3% | +51.2% | -26.9% | +7.8% |
| 3Y | +74.5% | +69.6% | +4.9% | +42.6% |
| 5Y | +54.3% | +86.6% | -32.3% | +19.3% |
| 10Y | +150.1% | +152.3% | -2.2% | +65.1% |
| All | +150.1% | +142.7% | +7.4% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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