+678.8%
WDC vs USHY
+50.7%
+628.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.2% |
| 7D | +6.0% | 0.0% | +6.0% | +5.9% |
| 30D | +9.9% | 0.0% | +10.0% | +10.0% |
| 3M | -9.4% | +1.2% | -10.5% | -12.0% |
| 6M | +94.7% | +2.6% | +92.1% | +83.8% |
| YTD | +177.4% | +2.4% | +174.9% | +163.9% |
| 1Y | +412.6% | +4.2% | +408.4% | +367.6% |
| 3Y | +1,359.8% | +28.0% | +1,331.7% | +707.3% |
| 5Y | +992.6% | +21.8% | +970.8% | +616.4% |
| All | +678.8% | +50.7% | +628.1% | +244.9% |
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