+1,523.0%
HWM vs VCIT
+28.8%
+1,494.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.6% | +2.5% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | -7.6% | +1.9% | -9.5% | -9.1% |
| 3M | -28.9% | -1.4% | -27.5% | -28.2% |
| 6M | -19.7% | -2.1% | -17.5% | -18.4% |
| YTD | +0.5% | -1.6% | +2.2% | +1.9% |
| 1Y | +0.3% | -0.9% | +1.2% | +1.1% |
| 3Y | +325.8% | +20.0% | +305.9% | +271.0% |
| 5Y | +524.7% | +3.1% | +521.6% | +502.1% |
| All | +1,523.0% | +28.8% | +1,494.2% | +1,642.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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