+50.4%
USHY vs WSM
+952.3%
-901.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -0.1% | +2.6% | -2.8% | -0.3% |
| 30D | 0.0% | -9.3% | +9.2% | +0.7% |
| 3M | +0.8% | +7.1% | -6.2% | +0.2% |
| 6M | +1.9% | +21.7% | -19.8% | +0.2% |
| YTD | +2.3% | +28.7% | -26.5% | -0.1% |
| 1Y | +4.1% | +13.9% | -9.7% | +2.7% |
| 3Y | +27.8% | +232.2% | -204.4% | +12.9% |
| 5Y | +21.5% | +176.4% | -154.9% | +7.0% |
| All | +50.4% | +952.3% | -901.9% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling