+530.2%
WCC vs UTHR
+313.7%
+216.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.1% | +4.1% |
| 7D | +1.5% | +1.9% | -0.4% | +1.0% |
| 30D | -2.1% | -2.9% | +0.7% | -1.5% |
| 3M | +3.8% | -8.9% | +12.7% | +5.9% |
| 6M | +35.0% | -8.7% | +43.7% | +37.2% |
| YTD | +46.4% | +2.0% | +44.3% | +44.0% |
| 1Y | +63.0% | +22.8% | +40.2% | +52.3% |
| 3Y | +133.9% | +120.6% | +13.3% | +78.8% |
| 5Y | +226.5% | +136.4% | +90.1% | +136.3% |
| All | +530.2% | +313.7% | +216.5% | +248.0% |
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