+49.7%
USHY vs WU
-40.3%
+90.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -0.7% | -3.5% | +2.8% | -0.3% |
| 30D | -0.7% | -2.9% | +2.3% | -0.4% |
| 3M | +0.1% | -2.3% | +2.3% | -0.2% |
| 6M | +1.8% | -25.4% | +27.1% | +4.7% |
| YTD | +1.8% | -21.2% | +23.0% | +3.9% |
| 1Y | +3.3% | -8.9% | +12.2% | +3.3% |
| 3Y | +27.0% | -29.0% | +55.9% | +30.0% |
| 5Y | +21.0% | -50.7% | +71.8% | +29.1% |
| All | +49.7% | -40.3% | +90.1% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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