+3,831.6%
WASH vs SPY
+2,945.2%
+886.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.4% | -0.2% |
| 7D | -1.6% | -4.7% | +3.1% | +2.6% |
| 30D | +1.2% | -5.9% | +7.1% | +6.6% |
| 3M | -2.0% | -4.5% | +2.5% | +1.9% |
| 6M | +23.7% | +1.8% | +21.9% | +21.4% |
| YTD | +37.8% | +8.3% | +29.4% | +28.1% |
| 1Y | +45.8% | +9.3% | +36.5% | +34.4% |
| 3Y | +83.6% | +74.9% | +8.8% | +13.5% |
| 5Y | -7.4% | +67.3% | -74.7% | -41.6% |
| 10Y | +44.6% | +311.6% | -267.0% | -57.5% |
| All | +3,831.6% | +2,945.2% | +886.4% | +463.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling