+73.0%
VEA vs HWM
+348.7%
-275.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +2.3% | +7.3% | -5.0% | +0.9% |
| 30D | +0.2% | +1.6% | -1.4% | -0.3% |
| 3M | -5.3% | -21.9% | +16.5% | -1.1% |
| 6M | -0.9% | -19.0% | +18.1% | +2.5% |
| YTD | +12.2% | +7.9% | +4.3% | +9.5% |
| 1Y | +16.1% | +9.9% | +6.2% | +12.9% |
| 3Y | +73.0% | +342.1% | -269.2% | +29.4% |
| All | +73.0% | +348.7% | -275.8% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling