Meta-analysis suggests that supplementation in vitamin-D deficient populations does not reduce cancer, fractures, cardiovascular problems or all cause mortality (http://www.sciencedirect.com/science/article/pii/S2213858713..., https://academic.oup.com/jcem/article/96/7/1931/2833735).
One limitation of this research is that most studies are done with fairly low doses (700-800 IU is common). However, those few studies that look at higher doses (5000-1000IUs) you don't necessarily see any better signs. On the contrary, there is some evidence that high doses seem to be associated with e.g. higher risk of falls and fractures in elderly patient populations (https://jamanetwork.com/journals/jama/fullarticle/185854, https://jamanetwork.com/journals/jamainternalmedicine/fullar...).