+49.7%
USHY vs WWD
+361.2%
-311.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.1% |
| 7D | -0.7% | -2.6% | +1.9% | -0.4% |
| 30D | -0.7% | -6.9% | +6.3% | +0.1% |
| 3M | +0.1% | -13.0% | +13.1% | +1.5% |
| 6M | +1.8% | -12.5% | +14.2% | +2.9% |
| YTD | +1.8% | +11.8% | -10.1% | -0.3% |
| 1Y | +3.3% | +41.1% | -37.8% | -1.9% |
| 3Y | +27.0% | +163.1% | -136.1% | +9.9% |
| 5Y | +21.0% | +187.6% | -166.6% | +2.2% |
| All | +49.7% | +361.2% | -311.5% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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