+48.7%
USHY vs WST
+325.1%
-276.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -0.2% | +1.1% | -1.3% | -0.3% |
| 30D | +0.5% | +12.4% | -11.9% | -0.4% |
| 3M | -1.2% | +17.6% | -18.7% | -2.4% |
| 6M | -0.1% | +28.3% | -28.3% | -2.1% |
| YTD | +1.1% | +50.5% | -49.4% | -2.3% |
| 1Y | +2.0% | +49.4% | -47.4% | -1.4% |
| 3Y | +25.8% | +21.9% | +3.9% | +20.9% |
| 5Y | +20.4% | +0.4% | +20.0% | +16.5% |
| All | +48.7% | +325.1% | -276.4% | +18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling