+1,559.5%
HWM vs VWO
+109.5%
+1,449.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.1% |
| 7D | -11.4% | -1.8% | -9.7% | -9.9% |
| 30D | -18.5% | -0.1% | -18.4% | -18.4% |
| 3M | -13.2% | +2.2% | -15.4% | -15.2% |
| 6M | -8.7% | +8.8% | -17.4% | -16.0% |
| YTD | +12.2% | +12.4% | -0.2% | -0.2% |
| 1Y | +24.9% | +15.6% | +9.3% | +8.1% |
| 3Y | +383.9% | +62.5% | +321.4% | +196.1% |
| 5Y | +646.1% | +34.3% | +611.9% | +451.2% |
| All | +1,559.5% | +109.5% | +1,449.9% | +739.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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