+146.4%
VXUS vs WEC
+143.0%
+3.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.6% |
| 7D | +1.6% | +0.8% | +0.8% | +1.4% |
| 30D | +1.0% | +0.3% | +0.7% | +0.9% |
| 3M | +5.7% | -2.9% | +8.6% | +6.2% |
| 6M | +13.6% | -5.9% | +19.5% | +14.8% |
| YTD | +17.4% | +4.1% | +13.3% | +15.9% |
| 1Y | +25.1% | +3.1% | +21.9% | +23.6% |
| 3Y | +75.8% | +40.8% | +35.1% | +60.5% |
| 5Y | +55.4% | +31.7% | +23.7% | +43.1% |
| 10Y | +146.4% | +141.1% | +5.3% | +104.7% |
| All | +146.4% | +143.0% | +3.4% | +104.7% |
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