+292.7%
WAB vs USHY
+49.7%
+243.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | +0.1% | -0.7% | +0.8% | +1.5% |
| 30D | -4.1% | -0.7% | -3.4% | -2.7% |
| 3M | +8.2% | +0.1% | +8.1% | +8.0% |
| 6M | +15.4% | +1.8% | +13.6% | +11.6% |
| YTD | +33.1% | +1.8% | +31.4% | +28.9% |
| 1Y | +48.1% | +3.3% | +44.8% | +39.3% |
| 3Y | +167.7% | +27.0% | +140.8% | +70.2% |
| 5Y | +225.7% | +21.0% | +204.7% | +133.6% |
| All | +292.7% | +49.7% | +243.0% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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