+140.3%
UTHR vs NWSA
+40.1%
+100.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.8% |
| 7D | +3.0% | -3.1% | +6.1% | +3.5% |
| 30D | -4.3% | +4.3% | -8.6% | -4.9% |
| 3M | -8.4% | +9.2% | -17.6% | -9.7% |
| 6M | -4.2% | +21.6% | -25.8% | -7.2% |
| YTD | +4.0% | +14.2% | -10.2% | +1.6% |
| 1Y | +25.5% | +1.8% | +23.8% | +24.6% |
| 3Y | +125.1% | +44.4% | +80.7% | +110.4% |
| 5Y | +140.3% | +41.0% | +99.4% | +126.8% |
| All | +140.3% | +40.1% | +100.3% | +126.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling