+310.9%
VTI vs HWM
+1,494.1%
-1,183.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +0.1% | -2.1% | +2.2% | +0.5% |
| 30D | 0.0% | -11.0% | +11.0% | +3.1% |
| 3M | +2.0% | +4.0% | -2.0% | +0.4% |
| 6M | +13.0% | -0.2% | +13.2% | +12.1% |
| YTD | +13.9% | +26.7% | -12.7% | +5.4% |
| 1Y | +20.0% | +44.7% | -24.7% | +6.6% |
| 3Y | +75.8% | +426.1% | -350.3% | +6.3% |
| 5Y | +73.8% | +738.5% | -664.7% | -8.2% |
| All | +310.9% | +1,494.1% | -1,183.2% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling