+308.0%
WMB vs USHY
+49.7%
+258.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.2% |
| 7D | -1.7% | -0.7% | -0.9% | -0.4% |
| 30D | +0.7% | -0.5% | +1.2% | +1.7% |
| 3M | +1.5% | +0.5% | +1.0% | +0.6% |
| 6M | +0.1% | +1.5% | -1.4% | -2.7% |
| YTD | +22.9% | +1.7% | +21.2% | +18.9% |
| 1Y | +27.9% | +3.5% | +24.3% | +19.9% |
| 3Y | +139.1% | +27.2% | +112.0% | +56.1% |
| 5Y | +270.9% | +21.0% | +249.9% | +171.2% |
| All | +308.0% | +49.7% | +258.3% | +110.8% |
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