+38.7%
WASH vs SPY
+315.0%
-276.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | -0.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | +6.3% | -3.3% | +9.7% | +9.7% |
| 3M | +3.0% | -2.4% | +5.4% | +5.2% |
| 6M | +25.7% | +2.6% | +23.1% | +22.3% |
| YTD | +42.5% | +11.2% | +31.3% | +28.5% |
| 1Y | +49.6% | +13.4% | +36.2% | +32.3% |
| 3Y | +103.4% | +79.9% | +23.5% | +17.7% |
| 5Y | -4.7% | +72.2% | -76.9% | -43.2% |
| 10Y | +38.7% | +307.3% | -268.6% | -70.0% |
| All | +38.7% | +315.0% | -276.3% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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