+48.0%
USHY vs WWD
+351.1%
-303.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -0.4% | +4.0% | -4.4% | -0.9% |
| 30D | +0.6% | +0.4% | +0.2% | +0.4% |
| 3M | -2.0% | -7.9% | +5.9% | -1.3% |
| 6M | -0.5% | -10.6% | +10.1% | +0.3% |
| YTD | +0.6% | +9.4% | -8.8% | -1.4% |
| 1Y | +2.1% | +25.7% | -23.6% | -1.7% |
| 3Y | +25.3% | +148.5% | -123.2% | +9.2% |
| 5Y | +19.7% | +189.5% | -169.8% | +0.9% |
| All | +48.0% | +351.1% | -303.1% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling