+240.9%
WM vs USHY
+47.7%
+193.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | +1.2% | +0.3% | +0.8% | +0.8% |
| 30D | +13.7% | -0.1% | +13.8% | +13.8% |
| 3M | +5.2% | -1.9% | +7.1% | +7.1% |
| 6M | +11.2% | -1.0% | +12.2% | +12.1% |
| YTD | +9.4% | +0.4% | +9.0% | +8.7% |
| 1Y | +20.4% | +1.4% | +19.0% | +18.3% |
| 3Y | +44.7% | +24.9% | +19.8% | +13.8% |
| 5Y | +58.5% | +19.3% | +39.2% | +33.0% |
| All | +240.9% | +47.7% | +193.2% | +119.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling