+211.4%
WM vs USHY
+50.7%
+160.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -4.3% | 0.0% | -4.3% | -4.3% |
| 3M | +0.8% | +1.2% | -0.4% | -0.5% |
| 6M | -10.8% | +2.6% | -13.4% | -13.2% |
| YTD | -0.1% | +2.4% | -2.5% | -2.7% |
| 1Y | +1.0% | +4.2% | -3.2% | -3.4% |
| 3Y | +45.1% | +28.0% | +17.1% | +11.3% |
| 5Y | +52.1% | +21.8% | +30.3% | +25.1% |
| All | +211.4% | +50.7% | +160.7% | +96.9% |
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