+1,513.6%
HWM vs VCLT
+16.8%
+1,496.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | +11.1% | -1.9% | +13.0% | +11.9% |
| 30D | +3.0% | +1.4% | +1.5% | +2.3% |
| 3M | -20.7% | -1.8% | -19.0% | -20.3% |
| 6M | -17.2% | -3.9% | -13.3% | -16.0% |
| YTD | +9.1% | -3.9% | +13.0% | +10.7% |
| 1Y | +9.0% | -4.7% | +13.8% | +11.0% |
| 3Y | +353.8% | +14.1% | +339.8% | +331.4% |
| 5Y | +608.0% | -16.6% | +624.7% | +635.5% |
| 10Y | +1,510.3% | +21.4% | +1,488.9% | +1,634.1% |
| All | +1,513.6% | +16.8% | +1,496.8% | +1,635.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling