+167.2%
VEA vs HWM
+1,311.7%
-1,144.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.9% |
| 7D | -1.5% | -11.4% | +10.0% | +1.3% |
| 30D | -0.8% | -18.5% | +17.6% | +3.8% |
| 3M | +2.5% | -13.2% | +15.7% | +5.5% |
| 6M | +11.1% | -8.7% | +19.8% | +12.7% |
| YTD | +17.2% | +12.2% | +5.0% | +12.8% |
| 1Y | +24.5% | +24.9% | -0.4% | +16.5% |
| 3Y | +75.4% | +383.9% | -308.5% | +14.2% |
| 5Y | +61.1% | +646.1% | -585.1% | -6.6% |
| All | +167.2% | +1,311.7% | -1,144.5% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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