+750.8%
WPM vs USHY
+50.7%
+700.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +7.0% | 0.0% | +7.0% | +7.0% |
| 30D | +15.7% | 0.0% | +15.8% | +15.8% |
| 3M | +35.2% | +1.2% | +34.1% | +33.8% |
| 6M | +6.1% | +2.6% | +3.5% | +3.8% |
| YTD | +32.6% | +2.4% | +30.1% | +30.0% |
| 1Y | +46.9% | +4.2% | +42.7% | +41.6% |
| 3Y | +276.3% | +28.0% | +248.3% | +198.7% |
| 5Y | +260.0% | +21.8% | +238.2% | +194.3% |
| All | +750.8% | +50.7% | +700.1% | +534.8% |
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