+258.0%
WPM vs USHY
+27.0%
+231.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -2.6% |
| 7D | -3.6% | -0.7% | -2.9% | -2.0% |
| 30D | +12.5% | -0.5% | +13.0% | +14.0% |
| 3M | +40.6% | +0.5% | +40.1% | +39.5% |
| 6M | +0.5% | +1.5% | -1.0% | -1.4% |
| YTD | +29.0% | +1.7% | +27.3% | +26.1% |
| 1Y | +43.8% | +3.5% | +40.3% | +36.8% |
| All | +258.0% | +27.0% | +231.0% | +141.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling