+311.9%
WMT vs USHY
+50.4%
+261.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -0.2% | -0.1% | -0.1% | -0.1% |
| 30D | -5.8% | 0.0% | -5.8% | -5.8% |
| 3M | -10.8% | +0.8% | -11.6% | -11.3% |
| 6M | -14.3% | +1.9% | -16.3% | -15.6% |
| YTD | -4.4% | +2.3% | -6.7% | -6.0% |
| 1Y | +4.3% | +4.1% | +0.2% | +1.2% |
| 3Y | +100.1% | +27.8% | +72.3% | +67.6% |
| 5Y | +130.8% | +21.5% | +109.3% | +100.2% |
| All | +311.9% | +50.4% | +261.5% | +200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling