+106.9%
WFC vs USHY
+50.7%
+56.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.8% | -0.1% | +3.9% | +4.1% |
| 30D | +1.5% | +0.1% | +1.4% | +1.3% |
| 3M | +10.9% | +0.8% | +10.0% | +9.0% |
| 6M | +8.4% | +1.7% | +6.7% | +4.6% |
| YTD | -1.9% | +2.5% | -4.4% | -6.7% |
| 1Y | +12.3% | +4.4% | +7.9% | +2.9% |
| 3Y | +132.3% | +27.4% | +105.0% | +42.8% |
| 5Y | +130.1% | +21.7% | +108.3% | +60.1% |
| All | +106.9% | +50.7% | +56.1% | -1.8% |
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