+340.0%
UTHR vs NWSA
+148.1%
+191.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.0% | -1.0% |
| 7D | +5.2% | +2.2% | +3.0% | +4.6% |
| 30D | +9.5% | -8.8% | +18.2% | +11.8% |
| 3M | +17.9% | -6.5% | +24.4% | +19.7% |
| 6M | +2.0% | +1.5% | +0.5% | +1.2% |
| YTD | +21.3% | +4.0% | +17.3% | +19.3% |
| 1Y | +27.9% | +3.4% | +24.4% | +25.9% |
| 3Y | +162.3% | +34.8% | +127.5% | +138.3% |
| 5Y | +190.7% | +18.4% | +172.4% | +168.6% |
| All | +340.0% | +148.1% | +191.9% | +212.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling