+146.4%
VXUS vs WAT
+153.6%
-7.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | +1.6% | -0.7% | +2.3% | +1.8% |
| 30D | +1.0% | -1.0% | +2.0% | +1.2% |
| 3M | +5.7% | +10.9% | -5.2% | +2.6% |
| 6M | +13.6% | +33.2% | -19.6% | +4.3% |
| YTD | +17.4% | +6.1% | +11.3% | +14.1% |
| 1Y | +25.1% | +30.2% | -5.2% | +14.3% |
| 3Y | +75.8% | +52.9% | +23.0% | +46.5% |
| 5Y | +55.4% | -5.1% | +60.5% | +48.6% |
| 10Y | +146.4% | +152.6% | -6.2% | +66.2% |
| All | +146.4% | +153.6% | -7.2% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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