+62.3%
VEA vs HWM
+655.3%
-593.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.7% | +10.3% | +2.5% |
| 7D | +1.9% | -9.2% | +11.0% | +4.3% |
| 30D | +0.8% | -17.9% | +18.6% | +6.0% |
| 3M | +5.7% | -6.0% | +11.7% | +6.8% |
| 6M | +13.3% | -7.4% | +20.7% | +14.5% |
| YTD | +18.4% | +13.1% | +5.3% | +12.9% |
| 1Y | +27.0% | +29.3% | -2.4% | +16.2% |
| 3Y | +79.3% | +389.9% | -310.6% | +1.0% |
| All | +62.3% | +655.3% | -593.0% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling