+147.1%
VXUS vs W
+224.5%
-77.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.8% |
| 7D | -0.5% | -7.4% | +6.9% | +0.3% |
| 30D | -1.2% | +7.8% | -9.0% | -2.1% |
| 3M | -3.8% | +10.9% | -14.7% | -5.1% |
| 6M | -1.7% | +86.4% | -88.1% | -8.8% |
| YTD | +11.4% | +14.0% | -2.5% | +7.8% |
| 1Y | +13.3% | +3.5% | +9.8% | +10.6% |
| 3Y | +70.0% | +164.8% | -94.8% | +43.7% |
| 5Y | +48.1% | -53.1% | +101.2% | +37.7% |
| 10Y | +147.1% | +220.4% | -73.4% | +69.2% |
| All | +147.1% | +224.5% | -77.5% | +69.2% |
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