+147.3%
VXUS vs WTW
+198.0%
-50.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.4% | -5.7% | +4.3% | +0.3% |
| 30D | -0.5% | -7.3% | +6.8% | +1.7% |
| 3M | +2.6% | +21.5% | -18.9% | -3.9% |
| 6M | +10.9% | +9.6% | +1.2% | +6.6% |
| YTD | +16.1% | -3.3% | +19.4% | +15.8% |
| 1Y | +22.3% | -6.1% | +28.4% | +22.9% |
| 3Y | +72.0% | +61.8% | +10.2% | +38.2% |
| 5Y | +54.1% | +42.7% | +11.5% | +28.1% |
| All | +147.3% | +198.0% | -50.8% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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