+4.7%
HWM vs VCLT
-3.8%
+8.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +2.0% |
| 7D | -1.8% | +0.2% | -2.0% | -2.0% |
| 30D | -2.7% | +2.3% | -5.0% | -4.9% |
| 3M | -22.7% | -1.1% | -21.7% | -22.0% |
| 6M | -18.9% | -4.2% | -14.8% | -14.7% |
| YTD | +7.1% | -3.4% | +10.5% | +12.2% |
| 1Y | +4.7% | -3.8% | +8.4% | +9.7% |
| All | +4.7% | -3.8% | +8.4% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling