+27.6%
USHY vs WCC
+129.2%
-101.7%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | -0.1% | +6.8% | -6.9% | -0.5% |
| 30D | 0.0% | -3.0% | +3.0% | +0.1% |
| 3M | +0.8% | +0.2% | +0.6% | +0.7% |
| 6M | +1.9% | +33.2% | -31.2% | -0.2% |
| YTD | +2.3% | +45.8% | -43.6% | -0.5% |
| 1Y | +4.1% | +68.4% | -64.2% | +0.3% |
| All | +27.6% | +129.2% | -101.7% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling