+1,581.2%
HWM vs VCLT
+18.8%
+1,562.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -8.0% | 0.0% | -8.1% | -8.0% |
| 30D | -18.0% | +0.1% | -18.1% | -18.1% |
| 3M | -9.5% | -2.9% | -6.6% | -8.5% |
| 6M | -8.4% | -4.0% | -4.4% | -7.0% |
| YTD | +13.6% | -2.2% | +15.9% | +14.7% |
| 1Y | +30.2% | -2.6% | +32.8% | +31.6% |
| 3Y | +392.2% | +12.3% | +379.9% | +370.5% |
| 5Y | +645.2% | -16.4% | +661.6% | +673.7% |
| All | +1,581.2% | +18.8% | +1,562.4% | +1,698.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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