+417.7%
WCC vs UTHR
+364.7%
+53.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +9.9% | +5.2% | +4.8% | +8.6% |
| 30D | -8.4% | +9.5% | -17.9% | -10.4% |
| 3M | -10.3% | +17.9% | -28.3% | -14.2% |
| 6M | -10.5% | +2.0% | -12.5% | -11.4% |
| YTD | +32.2% | +21.3% | +10.8% | +24.2% |
| 1Y | +25.5% | +27.9% | -2.3% | +16.3% |
| 3Y | +134.7% | +162.3% | -27.7% | +70.9% |
| 5Y | +139.9% | +190.7% | -50.8% | +63.5% |
| All | +417.7% | +364.7% | +53.0% | +171.7% |
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