+303.9%
VTI vs HWM
+1,301.3%
-997.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.1% |
| 7D | -2.0% | -12.5% | +10.5% | +1.4% |
| 30D | -1.9% | -19.0% | +17.0% | +3.5% |
| 3M | +4.5% | -8.6% | +13.2% | +6.5% |
| 6M | +12.6% | -10.2% | +22.7% | +14.7% |
| YTD | +12.0% | +11.3% | +0.7% | +7.1% |
| 1Y | +17.3% | +24.3% | -6.9% | +8.6% |
| 3Y | +75.3% | +382.3% | -306.9% | +8.4% |
| 5Y | +74.0% | +640.6% | -566.6% | -5.1% |
| All | +303.9% | +1,301.3% | -997.4% | +74.3% |
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