-4.7%
WASH vs VT
+57.9%
-62.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.2% | -1.6% | +1.8% | +1.6% |
| 30D | +1.9% | -2.5% | +4.4% | +4.1% |
| 3M | -1.1% | -1.3% | +0.2% | -0.1% |
| 6M | +24.6% | +3.1% | +21.5% | +20.8% |
| YTD | +39.6% | +10.9% | +28.7% | +26.8% |
| 1Y | +50.9% | +12.1% | +38.8% | +35.7% |
| 3Y | +86.1% | +73.9% | +12.2% | +18.4% |
| All | -4.7% | +57.9% | -62.6% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling