+50.7%
USHY vs WCC
+492.7%
-442.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.4% |
| 7D | -0.1% | +4.5% | -4.6% | -0.5% |
| 30D | +0.1% | -5.8% | +5.9% | +0.5% |
| 3M | +0.8% | -3.7% | +4.5% | +0.9% |
| 6M | +1.7% | +23.1% | -21.3% | -0.7% |
| YTD | +2.5% | +44.2% | -41.7% | -1.5% |
| 1Y | +4.4% | +62.1% | -57.7% | -0.9% |
| 3Y | +27.4% | +121.1% | -93.7% | +15.0% |
| 5Y | +21.7% | +214.0% | -192.2% | +4.0% |
| All | +50.7% | +492.7% | -442.0% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling