+294.4%
WAB vs USHY
+50.7%
+243.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.7% | 0.0% | +1.6% | +1.6% |
| 30D | -2.4% | 0.0% | -2.4% | -2.4% |
| 3M | +9.7% | +1.2% | +8.5% | +7.1% |
| 6M | +16.5% | +2.6% | +13.9% | +10.8% |
| YTD | +33.7% | +2.4% | +31.3% | +27.7% |
| 1Y | +49.7% | +4.2% | +45.4% | +38.2% |
| 3Y | +170.9% | +28.0% | +142.9% | +69.3% |
| 5Y | +228.0% | +21.8% | +206.3% | +132.3% |
| All | +294.4% | +50.7% | +243.7% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling