+146.4%
VXUS vs W
+146.2%
+0.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | +1.6% | +6.5% | -4.9% | +0.9% |
| 30D | +1.0% | -6.2% | +7.2% | +1.6% |
| 3M | +5.7% | +48.9% | -43.2% | +0.5% |
| 6M | +13.6% | +31.2% | -17.6% | +9.1% |
| YTD | +17.4% | -0.4% | +17.8% | +15.4% |
| 1Y | +25.1% | +14.8% | +10.2% | +20.5% |
| 3Y | +75.8% | +40.5% | +35.3% | +58.2% |
| 5Y | +55.4% | -62.1% | +117.5% | +47.8% |
| 10Y | +146.4% | +141.5% | +4.9% | +71.4% |
| All | +146.4% | +146.2% | +0.2% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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