+1,915.3%
WCC vs UTHR
+7,123.9%
-5,208.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.0% |
| 7D | +4.5% | -5.4% | +9.9% | +5.5% |
| 30D | -5.8% | -6.0% | +0.3% | -4.8% |
| 3M | -3.7% | -11.0% | +7.3% | -1.9% |
| 6M | +23.1% | -0.5% | +23.6% | +22.6% |
| YTD | +44.2% | +0.1% | +44.1% | +43.1% |
| 1Y | +62.1% | +28.2% | +33.9% | +53.7% |
| 3Y | +121.1% | +113.8% | +7.3% | +87.6% |
| 5Y | +214.0% | +131.3% | +82.6% | +159.0% |
| 10Y | +472.8% | +296.7% | +176.1% | +317.1% |
| All | +1,915.3% | +7,123.9% | -5,208.6% | +684.0% |
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 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