+135.3%
VXUS vs W
+224.6%
-89.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.6% | -1.7% | +2.4% |
| 7D | +0.8% | +3.3% | -2.5% | +0.4% |
| 30D | -1.9% | +10.5% | -12.4% | -2.9% |
| 3M | -4.4% | +9.6% | -14.0% | -5.5% |
| 6M | -2.0% | +76.4% | -78.4% | -8.3% |
| YTD | +11.1% | +16.4% | -5.3% | +7.5% |
| 1Y | +15.1% | +9.3% | +5.7% | +11.8% |
| 3Y | +70.4% | +172.8% | -102.4% | +45.1% |
| 5Y | +47.2% | -53.4% | +100.5% | +36.8% |
| 10Y | +142.3% | +243.6% | -101.4% | +68.8% |
| All | +135.3% | +224.6% | -89.3% | +64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling