+183.8%
VXUS vs WU
-25.8%
+209.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +1.0% | -0.8% | +1.8% | +1.2% |
| 30D | +2.2% | -1.1% | +3.3% | +2.4% |
| 3M | +3.0% | -3.9% | +6.8% | +2.8% |
| 6M | +10.7% | -20.7% | +31.3% | +16.9% |
| YTD | +17.8% | -18.4% | +36.2% | +23.0% |
| 1Y | +27.6% | -8.1% | +35.6% | +27.2% |
| 3Y | +73.3% | -24.2% | +97.5% | +80.2% |
| 5Y | +54.3% | -50.4% | +104.8% | +82.0% |
| 10Y | +149.8% | -40.0% | +189.9% | +163.3% |
| All | +183.8% | -25.8% | +209.6% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 all: compounded portfolio wealth divided by compounded WU 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…
all analysis · Full analysis span regression · 6 months rolling