+298.2%
WBD vs UTHR
+1,796.6%
-1,498.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -1.8% | -5.4% | +3.6% | -0.7% |
| 30D | +8.8% | -6.0% | +14.8% | +10.1% |
| 3M | +4.6% | -11.0% | +15.6% | +7.0% |
| 6M | +1.1% | -0.5% | +1.6% | +0.5% |
| YTD | -2.0% | +0.1% | -2.1% | -3.0% |
| 1Y | +140.0% | +28.2% | +111.9% | +124.9% |
| 3Y | +144.4% | +113.8% | +30.6% | +100.4% |
| 5Y | -0.2% | +131.3% | -131.5% | -20.9% |
| 10Y | +9.1% | +296.7% | -287.6% | -27.4% |
| All | +298.2% | +1,796.6% | -1,498.4% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling