+228.3%
WAT vs UTHR
+364.7%
-136.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +0.6% | +5.2% | -4.6% | -0.3% |
| 30D | +5.4% | +9.5% | -4.1% | +3.7% |
| 3M | +11.3% | +17.9% | -6.6% | +7.7% |
| 6M | +37.4% | +2.0% | +35.4% | +36.4% |
| YTD | +21.2% | +21.3% | -0.2% | +15.8% |
| 1Y | +21.3% | +27.9% | -6.5% | +14.8% |
| 3Y | +83.4% | +162.3% | -79.0% | +45.5% |
| 5Y | +29.0% | +190.7% | -161.8% | -1.5% |
| All | +228.3% | +364.7% | -136.4% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 10y: compounded portfolio wealth divided by compounded UTHR 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…
10y analysis · Full analysis span regression · 6 months rolling