+655.5%
HWM vs VCLT
-15.1%
+670.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | 0.0% | -10.7% | -10.7% |
| 7D | -9.2% | +0.3% | -9.5% | -9.3% |
| 30D | -17.9% | -0.6% | -17.3% | -17.7% |
| 3M | -6.0% | -2.2% | -3.8% | -5.1% |
| 6M | -7.4% | -2.9% | -4.5% | -6.1% |
| YTD | +13.1% | -2.1% | +15.2% | +14.2% |
| 1Y | +29.3% | -2.6% | +31.9% | +30.9% |
| 3Y | +389.9% | +12.5% | +377.4% | +363.6% |
| 5Y | +655.5% | -15.3% | +670.8% | +654.5% |
| All | +655.5% | -15.1% | +670.6% | +654.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling