+44.3%
WBD vs USHY
+50.4%
-6.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.3% |
| 7D | -1.7% | -0.1% | -1.6% | -1.4% |
| 30D | +3.9% | 0.0% | +3.9% | +4.0% |
| 3M | +5.1% | +0.8% | +4.2% | +3.1% |
| 6M | +0.6% | +1.9% | -1.3% | -3.6% |
| YTD | -3.2% | +2.3% | -5.4% | -7.9% |
| 1Y | +127.7% | +4.1% | +123.5% | +108.5% |
| 3Y | +146.6% | +27.8% | +118.8% | +55.3% |
| 5Y | +4.2% | +21.5% | -17.3% | -27.4% |
| All | +44.3% | +50.4% | -6.1% | -27.4% |
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