+106.4%
WAT vs USHY
+49.7%
+56.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | +0.1% |
| 7D | -2.9% | -0.7% | -2.1% | -1.6% |
| 30D | -3.2% | -0.5% | -2.7% | -2.3% |
| 3M | +10.6% | +0.5% | +10.1% | +9.7% |
| 6M | +34.0% | +1.5% | +32.5% | +31.0% |
| YTD | +5.7% | +1.7% | +4.0% | +3.0% |
| 1Y | +37.1% | +3.5% | +33.5% | +29.7% |
| 3Y | +52.4% | +27.2% | +25.2% | +4.8% |
| 5Y | -4.4% | +21.0% | -25.4% | -28.1% |
| All | +106.4% | +49.7% | +56.7% | +11.1% |
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