+139.6%
UTHR vs WSM
+171.2%
-31.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | +2.8% | +0.4% | +2.3% | +2.7% |
| 30D | -2.3% | -10.7% | +8.5% | -1.3% |
| 3M | -7.4% | +8.5% | -15.9% | -8.2% |
| 6M | -6.0% | +19.6% | -25.6% | -7.7% |
| YTD | +3.4% | +26.6% | -23.2% | +0.9% |
| 1Y | +27.1% | +12.0% | +15.1% | +25.2% |
| 3Y | +123.8% | +226.6% | -102.8% | +100.5% |
| 5Y | +139.6% | +174.1% | -34.5% | +122.0% |
| All | +139.6% | +171.2% | -31.5% | +122.0% |
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