+49.7%
USHY vs WSM
+946.3%
-896.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | -0.7% | -7.7% | +7.0% | -0.1% |
| 3M | +0.1% | +3.8% | -3.7% | -0.3% |
| 6M | +1.8% | +22.7% | -20.9% | 0.0% |
| YTD | +1.8% | +28.0% | -26.2% | -0.5% |
| 1Y | +3.3% | +12.7% | -9.4% | +1.9% |
| 3Y | +27.0% | +231.3% | -204.3% | +12.2% |
| 5Y | +21.0% | +177.2% | -156.2% | +6.6% |
| All | +49.7% | +946.3% | -896.6% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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