+387.2%
WELL vs USHY
+50.7%
+336.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.0% |
| 7D | -0.8% | -0.1% | -0.7% | -0.6% |
| 30D | -0.1% | +0.1% | -0.2% | -0.2% |
| 3M | +18.0% | +0.8% | +17.2% | +16.1% |
| 6M | +15.0% | +1.7% | +13.3% | +11.2% |
| YTD | +28.6% | +2.5% | +26.1% | +22.6% |
| 1Y | +42.9% | +4.4% | +38.5% | +31.5% |
| 3Y | +203.0% | +27.4% | +175.6% | +89.4% |
| 5Y | +206.9% | +21.7% | +185.1% | +116.1% |
| All | +387.2% | +50.7% | +336.4% | +160.2% |
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 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