+660.4%
WDC vs VXUS
+140.9%
+519.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.9% |
| 7D | -16.7% | +0.5% | -17.2% | -16.7% |
| 30D | -27.2% | -2.5% | -24.7% | -23.1% |
| 3M | -34.0% | -4.6% | -29.4% | -27.9% |
| 6M | -39.7% | -2.6% | -37.1% | -34.6% |
| YTD | +68.1% | +10.4% | +57.7% | +52.5% |
| 1Y | +66.3% | +12.9% | +53.4% | +46.4% |
| 3Y | +754.4% | +68.4% | +686.0% | +311.7% |
| 5Y | +595.8% | +47.7% | +548.1% | +321.0% |
| 10Y | +660.4% | +142.2% | +518.2% | +153.4% |
| All | +660.4% | +140.9% | +519.5% | +153.4% |
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