+146.4%
VXUS vs WST
+321.8%
-175.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +1.6% | -0.3% | +1.8% | +1.6% |
| 30D | +1.0% | -4.6% | +5.6% | +1.8% |
| 3M | +5.7% | +5.7% | 0.0% | +4.5% |
| 6M | +13.6% | +37.6% | -24.0% | +7.2% |
| YTD | +17.4% | +23.0% | -5.6% | +12.7% |
| 1Y | +25.1% | +33.8% | -8.8% | +18.0% |
| 3Y | +75.8% | -13.4% | +89.2% | +72.2% |
| 5Y | +55.4% | -27.0% | +82.3% | +54.5% |
| 10Y | +146.4% | +324.5% | -178.1% | +57.9% |
| All | +146.4% | +321.8% | -175.4% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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