+49.7%
USHY vs WCC
+501.8%
-452.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.3% |
| 7D | -0.7% | +1.5% | -2.2% | -0.8% |
| 30D | -0.7% | -2.1% | +1.5% | -0.6% |
| 3M | +0.1% | +3.8% | -3.8% | -0.5% |
| 6M | +1.8% | +35.0% | -33.2% | -1.4% |
| YTD | +1.8% | +46.4% | -44.6% | -2.3% |
| 1Y | +3.3% | +63.0% | -59.7% | -2.0% |
| 3Y | +27.0% | +133.9% | -107.0% | +14.0% |
| 5Y | +21.0% | +226.5% | -205.5% | +3.0% |
| All | +49.7% | +501.8% | -452.1% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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