+64.7%
WEC vs USHY
+25.4%
+39.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +2.3% | -0.4% | +2.7% | +2.7% |
| 30D | +11.1% | +0.6% | +10.5% | +10.5% |
| 3M | +8.4% | -2.0% | +10.5% | +10.4% |
| 6M | +7.5% | -0.5% | +8.0% | +8.0% |
| YTD | +15.3% | +0.6% | +14.7% | +14.6% |
| 1Y | +9.7% | +2.1% | +7.6% | +7.5% |
| 3Y | +64.7% | +25.3% | +39.4% | +18.2% |
| All | +64.7% | +25.4% | +39.2% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling