+1,352.0%
HWM vs VCIT
+29.3%
+1,322.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.2% | -6.1% |
| 7D | -2.4% | +0.5% | -2.9% | -2.8% |
| 30D | -13.3% | +2.1% | -15.3% | -14.7% |
| 3M | -31.0% | -1.6% | -29.5% | -30.2% |
| 6M | -17.1% | -1.6% | -15.6% | -16.2% |
| YTD | -1.9% | -1.5% | -0.4% | -0.6% |
| 1Y | -2.4% | -0.4% | -2.0% | -2.0% |
| 3Y | +322.2% | +19.6% | +302.6% | +268.7% |
| 5Y | +509.8% | +3.3% | +506.6% | +487.3% |
| 10Y | +1,453.8% | +28.9% | +1,424.9% | +1,508.3% |
| All | +1,352.0% | +29.3% | +1,322.6% | +1,408.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling