+9,601.3%
UTHR vs WSM
+5,462.4%
+4,138.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.6% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | +9.5% | +5.1% | +4.4% | +8.5% |
| 3M | +17.9% | +5.1% | +12.8% | +16.9% |
| 6M | +2.0% | +48.6% | -46.6% | -4.7% |
| YTD | +21.3% | +44.2% | -22.9% | +13.6% |
| 1Y | +27.9% | +38.1% | -10.2% | +20.5% |
| 3Y | +162.3% | +257.2% | -94.9% | +104.1% |
| 5Y | +190.7% | +165.1% | +25.6% | +129.9% |
| 10Y | +365.5% | +1,123.6% | -758.1% | +161.5% |
| All | +9,601.3% | +5,462.4% | +4,138.8% | +3,775.8% |
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