+264.5%
WMB vs VXUS
+135.4%
+129.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -13.8% | -1.8% | -12.1% | -12.6% |
| 30D | -10.3% | -4.6% | -5.8% | -6.7% |
| 3M | -10.1% | -6.1% | -4.0% | -5.3% |
| 6M | -11.8% | -4.9% | -7.0% | -9.1% |
| YTD | +8.9% | +8.1% | +0.9% | -1.5% |
| 1Y | +14.0% | +12.1% | +1.9% | -0.6% |
| 3Y | +100.5% | +63.9% | +36.7% | +17.6% |
| 5Y | +179.5% | +43.1% | +136.4% | +87.4% |
| All | +264.5% | +135.4% | +129.1% | +35.7% |
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