-7.3%
WASH vs SPY
+72.1%
-79.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.2% |
| 7D | +0.3% | +2.6% | -2.3% | -1.7% |
| 30D | +5.5% | -2.0% | +7.4% | +7.1% |
| 3M | -2.1% | -2.8% | +0.6% | 0.0% |
| 6M | +27.3% | +2.1% | +25.2% | +24.9% |
| YTD | +40.1% | +11.5% | +28.6% | +28.0% |
| 1Y | +49.0% | +13.5% | +35.5% | +34.2% |
| 3Y | +96.7% | +77.7% | +19.0% | +28.7% |
| All | -7.3% | +72.1% | -79.5% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling