+59.7%
WM vs USHY
+18.6%
+41.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +1.2% | -0.3% | +1.5% | +1.3% |
| 30D | +13.1% | 0.0% | +13.0% | +13.0% |
| 3M | +3.6% | -1.8% | +5.4% | +4.7% |
| 6M | +8.1% | -1.0% | +9.1% | +8.6% |
| YTD | +8.9% | +0.5% | +8.4% | +8.4% |
| 1Y | +20.3% | +1.9% | +18.5% | +18.7% |
| 3Y | +46.2% | +24.9% | +21.3% | +27.1% |
| All | +59.7% | +18.6% | +41.1% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling