+42.0%
WASH vs VT
+23.3%
+18.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.0% | +0.4% | +1.6% | +1.7% |
| 30D | +2.0% | +1.0% | +1.0% | +1.3% |
| 3M | +23.1% | +2.4% | +20.7% | +21.1% |
| 6M | +20.9% | +12.0% | +8.9% | +11.9% |
| YTD | +43.4% | +15.3% | +28.1% | +29.6% |
| 1Y | +42.0% | +22.6% | +19.4% | +23.6% |
| All | +42.0% | +23.3% | +18.7% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling