+183.8%
VXUS vs WY
+76.8%
+107.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +1.0% | -1.7% | +2.7% | +1.7% |
| 30D | +2.2% | -10.1% | +12.3% | +6.2% |
| 3M | +3.0% | -5.1% | +8.1% | +4.4% |
| 6M | +10.7% | -4.8% | +15.4% | +11.8% |
| YTD | +17.8% | -0.2% | +18.1% | +16.6% |
| 1Y | +27.6% | -6.6% | +34.2% | +29.0% |
| 3Y | +73.3% | -22.7% | +96.0% | +84.8% |
| 5Y | +54.3% | -22.2% | +76.5% | +61.2% |
| 10Y | +149.8% | +7.3% | +142.5% | +109.4% |
| All | +183.8% | +76.8% | +107.0% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling