+165.8%
VXUS vs WY
+59.8%
+105.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.8% |
| 3M | -5.6% | -15.4% | +9.8% | -0.2% |
| 6M | -2.3% | -8.3% | +6.1% | -0.2% |
| YTD | +10.4% | -9.8% | +20.2% | +12.8% |
| 1Y | +13.1% | -3.9% | +16.9% | +12.7% |
| 3Y | +68.0% | -23.3% | +91.3% | +78.7% |
| 5Y | +45.8% | -31.2% | +77.0% | +59.1% |
| 10Y | +144.7% | +5.5% | +139.2% | +103.9% |
| All | +165.8% | +59.8% | +105.9% | +55.7% |
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