+212.3%
HWC vs VT
+374.2%
-161.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.7% | +0.4% | +1.3% | +1.2% |
| 30D | -2.5% | +1.0% | -3.5% | -3.6% |
| 3M | +11.2% | +2.4% | +8.8% | +7.4% |
| 6M | +17.1% | +12.0% | +5.1% | +1.6% |
| YTD | +21.7% | +15.3% | +6.3% | +2.0% |
| 1Y | +23.7% | +22.6% | +1.1% | -3.6% |
| 3Y | +95.3% | +74.7% | +20.7% | +2.3% |
| 5Y | +94.6% | +66.1% | +28.4% | +8.5% |
| 10Y | +205.8% | +225.0% | -19.2% | -11.3% |
| All | +212.3% | +374.2% | -161.9% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling