+21.5%
USHY vs WST
-27.5%
+49.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -0.1% | -1.7% | +1.5% | 0.0% |
| 30D | 0.0% | -4.3% | +4.3% | +0.2% |
| 3M | +0.8% | +0.7% | +0.1% | +0.8% |
| 6M | +1.9% | +36.0% | -34.1% | 0.0% |
| YTD | +2.3% | +22.7% | -20.5% | +0.9% |
| 1Y | +4.1% | +34.1% | -30.0% | +2.1% |
| 3Y | +27.8% | -13.6% | +41.3% | +27.5% |
| 5Y | +21.5% | -26.0% | +47.5% | +18.7% |
| All | +21.5% | -27.5% | +49.0% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling