+36.2%
WASH price history and return analytics
+217.6%
-181.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | +0.3% | -0.1% | +0.4% | +0.4% |
| 30D | +6.0% | -3.1% | +9.1% | +9.3% |
| 3M | +3.6% | -3.5% | +7.1% | +7.1% |
| 6M | +25.3% | +0.5% | +24.8% | +24.2% |
| YTD | +42.1% | +10.8% | +31.3% | +27.5% |
| 1Y | +49.0% | +11.9% | +37.1% | +32.2% |
| 3Y | +100.1% | +73.0% | +27.2% | +16.3% |
| 5Y | -5.3% | +58.6% | -63.9% | -40.4% |
| 10Y | +36.2% | +219.2% | -183.0% | -61.8% |
| All | +36.2% | +217.6% | -181.5% | -61.8% |
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