+302.1%
WMB vs VXUS
+145.9%
+156.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.6% |
| 7D | +0.8% | +1.6% | -0.8% | -0.6% |
| 30D | +7.7% | +1.0% | +6.7% | +6.6% |
| 3M | +6.7% | +5.7% | +1.0% | +0.8% |
| 6M | +3.6% | +13.6% | -9.9% | -9.5% |
| YTD | +28.0% | +17.4% | +10.6% | +7.8% |
| 1Y | +37.6% | +25.1% | +12.5% | +8.8% |
| 3Y | +149.0% | +75.8% | +73.2% | +37.5% |
| 5Y | +285.3% | +55.4% | +229.9% | +140.2% |
| 10Y | +302.1% | +146.4% | +155.7% | +42.6% |
| All | +302.1% | +145.9% | +156.2% | +42.6% |
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