+666.2%
UTHR vs NWSA
+123.2%
+543.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.6% |
| 7D | -2.9% | -2.6% | -0.2% | -2.2% |
| 30D | -7.6% | +4.6% | -12.1% | -8.7% |
| 3M | -8.6% | +10.2% | -18.8% | -11.2% |
| 6M | +4.1% | +21.6% | -17.5% | -1.6% |
| YTD | +2.2% | +14.6% | -12.4% | -2.2% |
| 1Y | +26.2% | +0.4% | +25.8% | +24.7% |
| 3Y | +121.2% | +45.0% | +76.2% | +94.9% |
| 5Y | +136.5% | +41.3% | +95.3% | +104.7% |
| 10Y | +300.1% | +142.8% | +157.3% | +170.6% |
| All | +666.2% | +123.2% | +543.1% | +439.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling