+41.3%
WASH vs VT
+214.8%
-173.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | 0.0% |
| 7D | -1.6% | -4.2% | +2.6% | +2.6% |
| 30D | +1.2% | -5.8% | +7.0% | +7.3% |
| 3M | -2.0% | -5.2% | +3.2% | +3.2% |
| 6M | +23.7% | +0.1% | +23.5% | +22.9% |
| YTD | +37.8% | +8.2% | +29.5% | +26.5% |
| 1Y | +45.8% | +10.1% | +35.7% | +31.5% |
| 3Y | +83.6% | +69.7% | +14.0% | +8.8% |
| 5Y | -7.4% | +53.4% | -60.8% | -39.7% |
| All | +41.3% | +214.8% | -173.5% | -59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling