+142.2%
VXUS vs WWD
+460.9%
-318.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | +0.5% | +0.4% | +0.1% | +0.3% |
| 30D | -2.5% | -0.4% | -2.1% | -2.6% |
| 3M | -4.6% | -6.1% | +1.5% | -3.3% |
| 6M | -2.6% | -9.5% | +6.9% | -0.8% |
| YTD | +10.4% | +10.8% | -0.4% | +5.6% |
| 1Y | +12.9% | +23.5% | -10.7% | +4.4% |
| 3Y | +68.4% | +151.3% | -82.9% | +23.7% |
| 5Y | +47.7% | +187.8% | -140.2% | +1.9% |
| 10Y | +142.2% | +461.1% | -318.9% | +35.1% |
| All | +142.2% | +460.9% | -318.7% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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