+188.3%
UTHR vs WSM
+163.9%
+24.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.5% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | +9.5% | +5.1% | +4.4% | +9.0% |
| 3M | +17.9% | +5.1% | +12.8% | +17.4% |
| 6M | +2.0% | +48.6% | -46.6% | -1.6% |
| YTD | +21.3% | +44.2% | -22.9% | +17.1% |
| 1Y | +27.9% | +38.1% | -10.2% | +23.8% |
| 3Y | +162.3% | +257.2% | -94.9% | +134.6% |
| All | +188.3% | +163.9% | +24.4% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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