+291.1%
VTI vs HWM
+1,503.5%
-1,212.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +3.4% | +11.1% | -7.8% | +0.4% |
| 30D | -2.3% | +3.0% | -5.2% | -3.4% |
| 3M | -2.2% | -20.7% | +18.6% | +3.4% |
| 6M | +3.3% | -17.2% | +20.5% | +7.5% |
| YTD | +12.1% | +9.1% | +3.0% | +7.3% |
| 1Y | +12.2% | +9.0% | +3.2% | +7.3% |
| 3Y | +78.0% | +353.8% | -275.8% | +11.3% |
| 5Y | +65.2% | +608.0% | -542.8% | -9.4% |
| All | +291.1% | +1,503.5% | -1,212.4% | +67.3% |
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