+168.3%
VXUS vs BWA
+100.9%
+67.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.4% |
| 7D | -0.5% | +1.7% | -2.2% | -1.1% |
| 30D | -1.2% | -14.6% | +13.4% | +3.8% |
| 3M | -3.8% | -26.2% | +22.4% | +5.5% |
| 6M | -1.7% | -18.4% | +16.8% | +3.9% |
| YTD | +11.4% | +14.7% | -3.3% | +3.9% |
| 1Y | +13.3% | +13.3% | 0.0% | +6.0% |
| 3Y | +70.0% | +64.7% | +5.3% | +36.9% |
| 5Y | +48.1% | +32.2% | +15.9% | +24.5% |
| 10Y | +147.1% | +96.8% | +50.3% | +63.0% |
| All | +168.3% | +100.9% | +67.4% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling