+28.2%
UTHR vs NWSA
+5.5%
+22.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.5% |
| 7D | -5.4% | -1.9% | -3.5% | -5.4% |
| 30D | -6.0% | +4.6% | -10.6% | -6.0% |
| 3M | -11.0% | +13.2% | -24.2% | -11.0% |
| 6M | -0.5% | +27.0% | -27.5% | -0.1% |
| YTD | +0.1% | +16.8% | -16.8% | -0.8% |
| 1Y | +28.2% | +4.5% | +23.7% | +23.1% |
| All | +28.2% | +5.5% | +22.6% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling