+136.5%
WAT vs USHY
+48.0%
+88.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.2% |
| 7D | +0.6% | -0.4% | +1.0% | +1.3% |
| 30D | +5.4% | +0.6% | +4.8% | +4.5% |
| 3M | +11.3% | -2.0% | +13.3% | +15.4% |
| 6M | +37.4% | -0.5% | +38.0% | +38.9% |
| YTD | +21.2% | +0.6% | +20.6% | +20.5% |
| 1Y | +21.3% | +2.1% | +19.2% | +17.6% |
| 3Y | +83.4% | +25.3% | +58.1% | +29.1% |
| 5Y | +29.0% | +19.7% | +9.2% | -1.1% |
| All | +136.5% | +48.0% | +88.5% | +30.0% |
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 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