+8.5%
USHY vs WETO
-99.4%
+107.9%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.5% | 0.0% |
| 7D | -0.7% | -4.3% | +3.6% | -0.7% |
| 30D | -0.7% | -39.9% | +39.2% | -0.8% |
| 3M | +0.1% | -97.9% | +98.0% | +0.5% |
| 6M | +1.8% | -95.0% | +96.8% | +1.7% |
| YTD | +1.8% | -97.2% | +98.9% | +1.9% |
| 1Y | +3.3% | -98.9% | +102.2% | +3.7% |
| All | +8.5% | -99.4% | +107.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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