+144.8%
VXUS vs WY
+7.2%
+137.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.4% |
| 7D | -1.9% | -3.7% | +1.8% | -0.7% |
| 30D | -0.7% | -11.3% | +10.6% | +3.1% |
| 3M | +4.9% | -8.1% | +13.1% | +7.4% |
| 6M | +9.7% | -7.4% | +17.1% | +11.7% |
| YTD | +15.0% | -4.7% | +19.7% | +15.7% |
| 1Y | +22.4% | -9.2% | +31.6% | +24.9% |
| 3Y | +72.2% | -24.7% | +96.9% | +84.1% |
| 5Y | +52.6% | -21.6% | +74.2% | +58.6% |
| All | +144.8% | +7.2% | +137.6% | +115.9% |
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