+234.1%
WCN vs UTHR
+319.3%
-85.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | -4.4% | +2.8% | -7.2% | -4.7% |
| 30D | -4.4% | -2.3% | -2.2% | -4.3% |
| 3M | +0.5% | -7.4% | +7.9% | +1.1% |
| 6M | -3.3% | -6.0% | +2.7% | -2.9% |
| YTD | -8.5% | +3.4% | -11.9% | -9.1% |
| 1Y | -8.9% | +27.1% | -36.0% | -11.4% |
| 3Y | +18.0% | +123.8% | -105.8% | +6.2% |
| 5Y | +25.0% | +139.6% | -114.6% | +10.7% |
| All | +234.1% | +319.3% | -85.3% | +161.5% |
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