+428.1%
WMT vs VXUS
+151.1%
+277.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | 0.0% | -1.4% | +1.4% | +0.6% |
| 30D | -7.4% | -0.5% | -7.0% | -7.3% |
| 3M | -10.9% | +2.6% | -13.4% | -11.9% |
| 6M | -12.7% | +10.9% | -23.5% | -16.7% |
| YTD | -3.2% | +16.1% | -19.4% | -9.5% |
| 1Y | +5.3% | +22.3% | -17.0% | -3.8% |
| 3Y | +101.9% | +72.0% | +29.8% | +58.8% |
| 5Y | +134.6% | +54.1% | +80.4% | +92.0% |
| All | +428.1% | +151.1% | +277.0% | +259.9% |
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