+250.2%
WM vs USHY
+48.0%
+202.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +3.2% | -0.4% | +3.6% | +3.6% |
| 30D | +13.0% | +0.6% | +12.4% | +12.3% |
| 3M | +9.2% | -2.0% | +11.2% | +11.4% |
| 6M | +13.6% | -0.5% | +14.2% | +14.1% |
| YTD | +12.4% | +0.6% | +11.8% | +11.4% |
| 1Y | +21.2% | +2.1% | +19.1% | +18.3% |
| 3Y | +48.7% | +25.3% | +23.4% | +16.6% |
| 5Y | +61.9% | +19.7% | +42.2% | +35.3% |
| All | +250.2% | +48.0% | +202.2% | +125.3% |
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