+2.0%
UTHR vs NWSA
+2.4%
-0.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.0% | -1.1% |
| 7D | +5.2% | +2.2% | +3.0% | +4.6% |
| 30D | +9.5% | -8.8% | +18.2% | +12.7% |
| 3M | +17.9% | -6.5% | +24.4% | +21.1% |
| 6M | +2.0% | +1.5% | +0.5% | +2.4% |
| All | +2.0% | +2.4% | -0.4% | +2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling