+25.9%
USHY vs WST
+23.3%
+2.7%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -0.2% | +1.1% | -1.3% | -0.2% |
| 30D | +0.5% | +12.4% | -11.9% | +0.3% |
| 3M | -1.2% | +17.6% | -18.7% | -1.4% |
| 6M | -0.1% | +28.3% | -28.3% | -0.5% |
| YTD | +1.1% | +50.5% | -49.4% | +0.3% |
| 1Y | +2.0% | +49.4% | -47.4% | +1.2% |
| All | +25.9% | +23.3% | +2.7% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 3y: compounded portfolio wealth divided by compounded WST 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…
3y analysis · Full analysis span regression · 6 months rolling