+142.3%
VXUS vs WEC
+178.6%
-36.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.6% |
| 7D | +0.8% | +0.2% | +0.5% | +0.7% |
| 30D | -1.9% | +12.9% | -14.8% | -4.5% |
| 3M | -4.4% | +9.8% | -14.2% | -6.4% |
| 6M | -2.0% | +6.7% | -8.7% | -3.6% |
| YTD | +11.1% | +14.0% | -2.8% | +7.6% |
| 1Y | +15.1% | +7.3% | +7.7% | +12.9% |
| 3Y | +70.4% | +63.8% | +6.6% | +50.5% |
| 5Y | +47.2% | +54.8% | -7.6% | +30.8% |
| 10Y | +142.3% | +185.7% | -43.4% | +98.4% |
| All | +142.3% | +178.6% | -36.3% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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