+21.0%
USHY vs WCC
+211.6%
-190.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.2% |
| 7D | -0.7% | +1.7% | -2.4% | -0.9% |
| 30D | -0.5% | -6.1% | +5.5% | -0.1% |
| 3M | +0.5% | +3.1% | -2.6% | 0.0% |
| 6M | +1.5% | +28.2% | -26.7% | -1.0% |
| YTD | +1.7% | +41.1% | -39.3% | -1.7% |
| 1Y | +3.5% | +61.3% | -57.7% | -1.4% |
| 3Y | +27.2% | +123.6% | -96.5% | +14.9% |
| 5Y | +21.0% | +214.8% | -193.8% | +3.4% |
| All | +21.0% | +211.6% | -190.6% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling