+202.0%
WMB vs USHY
+19.8%
+182.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.2% |
| 7D | +8.1% | -0.3% | +8.4% | +8.4% |
| 30D | -6.9% | +0.3% | -7.2% | -7.2% |
| 3M | -5.1% | -1.7% | -3.4% | -3.4% |
| 6M | -5.7% | -0.4% | -5.3% | -5.4% |
| YTD | +18.1% | +0.7% | +17.3% | +17.0% |
| 1Y | +18.4% | +1.8% | +16.6% | +15.9% |
| 3Y | +122.7% | +25.3% | +97.4% | +77.0% |
| 5Y | +202.0% | +19.9% | +182.2% | +149.6% |
| All | +202.0% | +19.8% | +182.3% | +149.6% |
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