+160.2%
VXUS vs WWD
+924.6%
-764.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -0.9% |
| 7D | -1.8% | +4.2% | -5.9% | -3.1% |
| 30D | -4.6% | -2.1% | -2.4% | -4.1% |
| 3M | -6.1% | -13.2% | +7.1% | -2.2% |
| 6M | -4.9% | -16.9% | +12.0% | -0.2% |
| YTD | +8.1% | +5.2% | +2.8% | +4.4% |
| 1Y | +12.1% | +20.6% | -8.5% | +3.1% |
| 3Y | +63.9% | +146.3% | -82.5% | +15.8% |
| 5Y | +43.1% | +171.3% | -128.2% | -4.4% |
| 10Y | +139.2% | +471.3% | -332.1% | +9.9% |
| All | +160.2% | +924.6% | -764.4% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling