+8,071.8%
UTHR vs WSM
+4,873.3%
+3,198.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | -2.9% | +2.6% | -5.4% | -3.3% |
| 30D | -7.6% | -9.5% | +1.9% | -6.1% |
| 3M | -8.6% | +12.9% | -21.5% | -10.5% |
| 6M | +4.1% | +23.0% | -18.9% | +0.3% |
| YTD | +2.2% | +28.9% | -26.7% | -2.5% |
| 1Y | +26.2% | +13.7% | +12.5% | +22.5% |
| 3Y | +121.2% | +232.6% | -111.4% | +73.8% |
| 5Y | +136.5% | +185.9% | -49.3% | +84.2% |
| 10Y | +300.1% | +998.6% | -698.5% | +128.9% |
| All | +8,071.8% | +4,873.3% | +3,198.5% | +3,227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling