+146.2%
VXUS vs GWW
+658.3%
-512.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +2.1% | +3.6% | -1.4% | +1.2% |
| 30D | -1.1% | +12.1% | -13.2% | -4.1% |
| 3M | -5.6% | +12.9% | -18.5% | -8.8% |
| 6M | -2.3% | +19.3% | -21.6% | -7.1% |
| YTD | +10.4% | +48.7% | -38.4% | -1.6% |
| 1Y | +13.1% | +60.5% | -47.5% | -1.3% |
| 3Y | +68.0% | +93.3% | -25.3% | +37.6% |
| 5Y | +45.8% | +219.0% | -173.1% | +1.9% |
| All | +146.2% | +658.3% | -512.1% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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