+146.4%
VXUS vs WWD
+476.2%
-329.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | +1.6% | +0.8% | +0.8% | +1.3% |
| 30D | +1.0% | -6.4% | +7.4% | +2.8% |
| 3M | +5.7% | -5.6% | +11.3% | +6.7% |
| 6M | +13.6% | -9.1% | +22.7% | +15.6% |
| YTD | +17.4% | +12.5% | +4.9% | +12.1% |
| 1Y | +25.1% | +41.3% | -16.3% | +11.4% |
| 3Y | +75.8% | +170.2% | -94.4% | +26.6% |
| 5Y | +55.4% | +192.5% | -137.1% | +6.8% |
| 10Y | +146.4% | +476.9% | -330.5% | +35.8% |
| All | +146.4% | +476.2% | -329.8% | +35.8% |
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