+1,497.0%
HWM vs VWO
+96.1%
+1,400.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +7.3% | +2.0% | +5.3% | +5.4% |
| 30D | +1.6% | -4.3% | +5.9% | +5.9% |
| 3M | -21.9% | -6.4% | -15.5% | -16.9% |
| 6M | -19.0% | -5.6% | -13.4% | -14.8% |
| YTD | +7.9% | +5.2% | +2.7% | +2.1% |
| 1Y | +9.9% | +5.2% | +4.8% | +4.1% |
| 3Y | +342.1% | +55.5% | +286.6% | +181.7% |
| 5Y | +600.8% | +25.6% | +575.2% | +451.9% |
| 10Y | +1,493.8% | +110.8% | +1,383.0% | +777.0% |
| All | +1,497.0% | +96.1% | +1,400.9% | +759.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling