+134.2%
WCC vs UTHR
+123.2%
+11.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.2% |
| 7D | +8.5% | -2.9% | +11.4% | +8.9% |
| 30D | -1.0% | -7.6% | +6.6% | +0.2% |
| 3M | +2.1% | -8.6% | +10.7% | +3.3% |
| 6M | +36.8% | +4.1% | +32.7% | +35.2% |
| YTD | +47.7% | +2.2% | +45.5% | +46.2% |
| 1Y | +66.5% | +26.2% | +40.3% | +58.6% |
| 3Y | +134.2% | +121.2% | +13.0% | +91.8% |
| All | +134.2% | +123.2% | +11.0% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling