+745.3%
WPM vs USHY
+49.7%
+695.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -0.6% | -0.7% | +0.1% | +0.2% |
| 30D | +14.4% | -0.7% | +15.1% | +15.3% |
| 3M | +37.0% | +0.1% | +36.9% | +37.1% |
| 6M | +4.1% | +1.8% | +2.3% | +2.8% |
| YTD | +31.7% | +1.8% | +29.9% | +30.1% |
| 1Y | +44.2% | +3.3% | +40.9% | +40.3% |
| 3Y | +265.5% | +27.0% | +238.5% | +192.7% |
| 5Y | +262.5% | +21.0% | +241.5% | +198.5% |
| All | +745.3% | +49.7% | +695.6% | +535.3% |
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