+146.2%
VXUS vs WY
+5.0%
+141.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.6% |
| 7D | +2.1% | -0.8% | +2.9% | +2.4% |
| 30D | -1.1% | +10.1% | -11.2% | -4.4% |
| 3M | -5.6% | -15.4% | +9.8% | -0.8% |
| 6M | -2.3% | -8.3% | +6.1% | -0.4% |
| YTD | +10.4% | -9.8% | +20.2% | +12.6% |
| 1Y | +13.1% | -3.9% | +16.9% | +12.8% |
| 3Y | +68.0% | -23.3% | +91.3% | +77.7% |
| 5Y | +45.8% | -31.2% | +77.0% | +58.0% |
| All | +146.2% | +5.0% | +141.2% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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