+176.3%
HWC vs VT
+215.5%
-39.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.2% |
| 7D | -0.7% | -2.3% | +1.6% | +2.4% |
| 30D | -0.2% | -5.0% | +4.7% | +6.6% |
| 3M | -7.0% | -4.9% | -2.1% | -0.9% |
| 6M | +5.6% | -1.5% | +7.2% | +6.4% |
| YTD | +14.7% | +8.5% | +6.2% | +0.2% |
| 1Y | +26.7% | +11.4% | +15.3% | +6.5% |
| 3Y | +103.4% | +70.1% | +33.3% | -6.3% |
| 5Y | +58.3% | +53.7% | +4.5% | -14.6% |
| All | +176.3% | +215.5% | -39.3% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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