-3.9%
WBD vs VXUS
+153.0%
-156.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.0% | +3.8% | -2.8% | -3.2% |
| 30D | -0.7% | +5.1% | -5.8% | -6.3% |
| 3M | -2.7% | +3.0% | -5.7% | -6.8% |
| 6M | +18.2% | +15.3% | +2.9% | -0.8% |
| YTD | -5.5% | +13.3% | -18.8% | -19.0% |
| 1Y | +200.3% | +35.6% | +164.7% | +109.2% |
| 3Y | +120.0% | +68.2% | +51.9% | +24.2% |
| 5Y | -25.9% | +54.6% | -80.5% | -53.8% |
| All | -3.9% | +153.0% | -156.9% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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