+77.4%
VTI vs HWM
+385.3%
-307.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.7% | +10.1% | +2.1% |
| 7D | +0.6% | -9.2% | +9.8% | +2.9% |
| 30D | -1.1% | -17.9% | +16.8% | +3.5% |
| 3M | +3.9% | -6.0% | +9.9% | +4.7% |
| 6M | +14.6% | -7.4% | +22.0% | +15.5% |
| YTD | +13.3% | +13.1% | +0.2% | +7.6% |
| 1Y | +19.2% | +29.3% | -10.1% | +8.7% |
| 3Y | +77.4% | +389.9% | -312.5% | +14.9% |
| All | +77.4% | +385.3% | -307.9% | +14.9% |
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