+337.6%
WELL vs VXUS
+145.9%
+191.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.8% |
| 7D | -1.3% | +1.6% | -2.9% | -2.6% |
| 30D | +0.5% | +1.0% | -0.5% | -0.4% |
| 3M | +19.1% | +5.7% | +13.4% | +12.8% |
| 6M | +17.0% | +13.6% | +3.4% | +3.0% |
| YTD | +29.2% | +17.4% | +11.8% | +9.9% |
| 1Y | +42.1% | +25.1% | +17.1% | +13.8% |
| 3Y | +204.5% | +75.8% | +128.7% | +72.4% |
| 5Y | +211.0% | +55.4% | +155.6% | +98.3% |
| 10Y | +337.6% | +146.4% | +191.2% | +71.1% |
| All | +337.6% | +145.9% | +191.7% | +71.1% |
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