+443.3%
WELL vs VXUS
+146.4%
+296.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.2% |
| 7D | +0.1% | +2.3% | -2.2% | -1.8% |
| 30D | +6.8% | -2.2% | +9.0% | +8.5% |
| 3M | +6.7% | -5.4% | +12.1% | +11.3% |
| 6M | +13.8% | -1.2% | +15.1% | +13.2% |
| YTD | +33.8% | +10.4% | +23.5% | +19.4% |
| 1Y | +29.6% | +11.8% | +17.8% | +14.1% |
| 3Y | +203.1% | +68.4% | +134.7% | +76.6% |
| 5Y | +223.8% | +45.9% | +178.0% | +117.4% |
| All | +443.3% | +146.4% | +296.9% | +130.2% |
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