+183.8%
VXUS vs WAB
+1,016.7%
-832.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | +1.0% | -3.2% | +4.2% | +2.2% |
| 30D | +2.2% | -4.4% | +6.6% | +3.8% |
| 3M | +3.0% | +7.9% | -4.9% | -0.2% |
| 6M | +10.7% | +8.7% | +1.9% | +6.8% |
| YTD | +17.8% | +33.0% | -15.1% | +5.8% |
| 1Y | +27.6% | +46.7% | -19.1% | +10.5% |
| 3Y | +73.3% | +153.0% | -79.7% | +21.6% |
| 5Y | +54.3% | +222.3% | -167.9% | -1.9% |
| 10Y | +149.8% | +291.0% | -141.2% | +31.9% |
| All | +183.8% | +1,016.7% | -832.9% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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