+3,443.3%
GWW vs UTHR
+7,123.9%
-3,680.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | +1.4% | -5.4% | +6.8% | +2.0% |
| 30D | +3.3% | -6.0% | +9.3% | +3.9% |
| 3M | +2.9% | -11.0% | +13.9% | +4.0% |
| 6M | +15.8% | -0.5% | +16.3% | +15.5% |
| YTD | +32.0% | +0.1% | +32.0% | +31.4% |
| 1Y | +29.9% | +28.2% | +1.7% | +25.9% |
| 3Y | +91.1% | +113.8% | -22.7% | +73.1% |
| 5Y | +223.9% | +131.3% | +92.6% | +188.7% |
| 10Y | +567.0% | +296.7% | +270.3% | +449.7% |
| All | +3,443.3% | +7,123.9% | -3,680.5% | +2,248.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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