+225.6%
WCC vs UTHR
+140.7%
+84.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.6% |
| 7D | +6.8% | +3.0% | +3.8% | +6.3% |
| 30D | -3.0% | -4.3% | +1.3% | -2.4% |
| 3M | +0.2% | -8.4% | +8.6% | +1.4% |
| 6M | +33.2% | -4.2% | +37.4% | +33.6% |
| YTD | +45.8% | +4.0% | +41.8% | +43.9% |
| 1Y | +68.4% | +25.5% | +42.9% | +60.5% |
| 3Y | +131.1% | +125.1% | +6.0% | +93.5% |
| 5Y | +225.6% | +140.3% | +85.3% | +152.1% |
| All | +225.6% | +140.7% | +84.9% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling