+43.2%
WASH price history and return analytics
+215.5%
-172.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.4% |
| 7D | +0.1% | -2.3% | +2.4% | +2.4% |
| 30D | +3.2% | -5.0% | +8.1% | +8.4% |
| 3M | +0.3% | -4.9% | +5.2% | +5.3% |
| 6M | +24.4% | -1.5% | +26.0% | +25.8% |
| YTD | +39.7% | +8.5% | +31.2% | +27.9% |
| 1Y | +49.4% | +11.4% | +38.0% | +33.2% |
| 3Y | +88.6% | +70.1% | +18.5% | +11.5% |
| 5Y | -6.1% | +53.7% | -59.9% | -39.0% |
| All | +43.2% | +215.5% | -172.3% | -58.6% |
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 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